+152.4%
DKNG vs NOC
+68.9%
+83.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +3.0% | +0.8% | +2.3% | +2.9% |
| 30D | -3.0% | -9.7% | +6.7% | -1.4% |
| 3M | -17.6% | -5.6% | -11.9% | -16.9% |
| 6M | -3.2% | -28.6% | +25.3% | +2.3% |
| YTD | -28.2% | -7.9% | -20.3% | -28.0% |
| 1Y | -46.1% | -9.5% | -36.5% | -45.8% |
| 3Y | -22.2% | +28.4% | -50.5% | -29.7% |
| 5Y | -60.4% | +59.0% | -119.3% | -67.8% |
| All | +152.4% | +68.9% | +83.6% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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