-59.1%
DKNG vs PAYX
+21.7%
-80.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +3.9% |
| 7D | +3.0% | -4.9% | +7.9% | +6.9% |
| 30D | -3.0% | -3.8% | +0.8% | -0.6% |
| 3M | -17.6% | +17.9% | -35.5% | -27.9% |
| 6M | -3.2% | +26.1% | -29.3% | -20.3% |
| YTD | -28.2% | +6.7% | -34.9% | -32.8% |
| 1Y | -46.1% | -10.7% | -35.3% | -41.4% |
| 3Y | -22.2% | +7.0% | -29.1% | -35.3% |
| All | -59.1% | +21.7% | -80.8% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYX.
Daily Out/Under-Performance
Portfolio return minus PAYX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYX 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 5y: compounded portfolio wealth divided by compounded PAYX 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…
5y analysis · Full analysis span regression · 6 months rolling