+152.4%
DKNG vs PLUG
-8.3%
+160.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.4% |
| 7D | +3.0% | -3.2% | +6.3% | +3.7% |
| 30D | -3.0% | -8.3% | +5.3% | -1.3% |
| 3M | -17.6% | -25.8% | +8.2% | -12.9% |
| 6M | -3.2% | -5.8% | +2.6% | -5.7% |
| YTD | -28.2% | +6.6% | -34.8% | -33.3% |
| 1Y | -46.1% | +39.1% | -85.1% | -55.5% |
| 3Y | -22.2% | -73.7% | +51.5% | -24.4% |
| 5Y | -60.4% | -91.3% | +30.9% | -46.6% |
| All | +152.4% | -8.3% | +160.7% | +91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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