-59.1%
DKNG vs PH
+251.9%
-311.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +3.2% |
| 7D | +3.0% | -1.3% | +4.3% | +4.0% |
| 30D | -3.0% | -11.0% | +8.0% | +5.0% |
| 3M | -17.6% | +5.5% | -23.1% | -22.1% |
| 6M | -3.2% | +1.5% | -4.7% | -7.3% |
| YTD | -28.2% | +8.8% | -37.0% | -35.7% |
| 1Y | -46.1% | +24.5% | -70.6% | -57.1% |
| 3Y | -22.2% | +141.2% | -163.3% | -66.9% |
| All | -59.1% | +251.9% | -311.0% | -88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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