+152.4%
DKNG vs NSC
+100.1%
+52.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.3% | +4.8% |
| 7D | +3.0% | -2.8% | +5.8% | +4.5% |
| 30D | -3.0% | -4.5% | +1.5% | -0.7% |
| 3M | -17.6% | +3.5% | -21.1% | -19.4% |
| 6M | -3.2% | +8.5% | -11.8% | -8.2% |
| YTD | -28.2% | +12.3% | -40.5% | -33.3% |
| 1Y | -46.1% | +18.9% | -65.0% | -51.3% |
| 3Y | -22.2% | +74.1% | -96.3% | -43.7% |
| 5Y | -60.4% | +43.9% | -104.3% | -68.5% |
| All | +152.4% | +100.1% | +52.4% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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