+152.4%
DKNG vs P
+514.8%
-362.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.3% | 0.0% | +3.0% |
| 7D | +3.0% | -1.3% | +4.4% | +3.4% |
| 30D | -3.0% | -11.9% | +8.8% | +0.1% |
| 3M | -17.6% | +41.6% | -59.2% | -28.4% |
| 6M | -3.2% | +58.1% | -61.4% | -21.1% |
| YTD | -28.2% | +46.5% | -74.7% | -40.9% |
| 1Y | -46.1% | +19.1% | -65.1% | -54.0% |
| 3Y | -22.2% | +150.6% | -172.8% | -56.2% |
| 5Y | -60.4% | +271.8% | -332.1% | -81.2% |
| All | +152.4% | +514.8% | -362.3% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling