+141.4%
DKNG vs PH
+487.7%
-346.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.5% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -2.5% | -10.3% | +7.8% | +3.5% |
| 3M | -14.2% | +5.1% | -19.3% | -17.7% |
| 6M | -6.0% | +2.3% | -8.3% | -9.4% |
| YTD | -31.3% | +8.7% | -40.0% | -36.6% |
| 1Y | -48.5% | +26.8% | -75.2% | -56.8% |
| 3Y | -25.7% | +139.2% | -164.9% | -57.9% |
| 5Y | -62.8% | +251.1% | -313.9% | -83.0% |
| All | +141.4% | +487.7% | -346.2% | -15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling