+152.4%
DKNG vs REGN
+153.6%
-1.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +4.7% |
| 7D | +3.0% | -5.6% | +8.6% | +4.6% |
| 30D | -3.0% | -2.0% | -1.1% | -2.6% |
| 3M | -17.6% | +28.0% | -45.5% | -23.0% |
| 6M | -3.2% | +1.2% | -4.4% | -4.2% |
| YTD | -28.2% | +1.6% | -29.8% | -29.3% |
| 1Y | -46.1% | +38.2% | -84.3% | -52.1% |
| 3Y | -22.2% | -5.4% | -16.8% | -23.4% |
| 5Y | -60.4% | +21.3% | -81.7% | -65.1% |
| All | +152.4% | +153.6% | -1.1% | +94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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