-22.2%
DKNG vs PSKY
-18.9%
-3.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.1% | +2.2% | +4.0% |
| 7D | +3.0% | -2.4% | +5.4% | +3.4% |
| 30D | -3.0% | +11.6% | -14.6% | -4.5% |
| 3M | -17.6% | +1.5% | -19.1% | -17.8% |
| 6M | -3.2% | +7.7% | -11.0% | -4.6% |
| YTD | -28.2% | -20.1% | -8.1% | -26.7% |
| 1Y | -46.1% | -38.3% | -7.8% | -43.2% |
| 3Y | -22.2% | -17.7% | -4.4% | -27.9% |
| All | -22.2% | -18.9% | -3.2% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 3y: compounded portfolio wealth divided by compounded PSKY 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…
3y analysis · Full analysis span regression · 6 months rolling