+152.4%
DKNG vs PWR
+1,621.9%
-1,469.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.1% | -0.8% | +2.3% |
| 7D | +3.0% | +4.2% | -1.2% | +1.4% |
| 30D | -3.0% | -4.0% | +1.0% | -1.9% |
| 3M | -17.6% | -4.8% | -12.8% | -18.0% |
| 6M | -3.2% | +14.6% | -17.9% | -13.9% |
| YTD | -28.2% | +54.2% | -82.4% | -45.6% |
| 1Y | -46.1% | +67.1% | -113.2% | -61.3% |
| 3Y | -22.2% | +218.5% | -240.6% | -62.4% |
| 5Y | -60.4% | +466.3% | -526.7% | -85.9% |
| All | +152.4% | +1,621.9% | -1,469.5% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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