-22.2%
DKNG vs MTCH
-0.9%
-21.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.4% | +3.0% | +3.9% |
| 7D | +3.0% | +1.3% | +1.8% | +2.6% |
| 30D | -3.0% | +15.9% | -18.9% | -8.1% |
| 3M | -17.6% | +23.3% | -40.9% | -23.4% |
| 6M | -3.2% | +40.1% | -43.4% | -14.1% |
| YTD | -28.2% | +33.6% | -61.8% | -35.4% |
| 1Y | -46.1% | +14.1% | -60.1% | -49.0% |
| 3Y | -22.2% | +1.4% | -23.6% | -27.1% |
| All | -22.2% | -0.9% | -21.3% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 3y: compounded portfolio wealth divided by compounded MTCH 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…
3y analysis · Full analysis span regression · 6 months rolling