+152.4%
DKNG vs PHM
+310.0%
-157.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.8% | +3.6% |
| 7D | +3.0% | -5.0% | +8.0% | +5.5% |
| 30D | -3.0% | -8.4% | +5.4% | +1.1% |
| 3M | -17.6% | -4.4% | -13.2% | -16.3% |
| 6M | -3.2% | -3.7% | +0.5% | -2.9% |
| YTD | -28.2% | +1.3% | -29.5% | -30.3% |
| 1Y | -46.1% | -14.0% | -32.0% | -43.5% |
| 3Y | -22.2% | +48.1% | -70.3% | -41.0% |
| 5Y | -60.4% | +158.8% | -219.2% | -77.7% |
| All | +152.4% | +310.0% | -157.6% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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