+141.4%
DKNG vs MSCI
+156.9%
-15.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.2% |
| 7D | -2.3% | -1.1% | -1.2% | -1.7% |
| 30D | -2.5% | -1.2% | -1.3% | -2.1% |
| 3M | -14.2% | -8.4% | -5.8% | -10.4% |
| 6M | -6.0% | -1.0% | -4.9% | -6.4% |
| YTD | -31.3% | -2.3% | -29.1% | -31.9% |
| 1Y | -48.5% | -1.2% | -47.3% | -49.7% |
| 3Y | -25.7% | +7.9% | -33.6% | -34.2% |
| 5Y | -62.8% | -10.1% | -52.8% | -64.8% |
| All | +141.4% | +156.9% | -15.5% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MSCI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling