-54.6%
DKNG vs S
-57.7%
+3.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | -2.3% | -1.2% | -1.1% | -1.7% |
| 30D | -2.5% | -12.6% | +10.0% | +2.1% |
| 3M | -14.2% | +27.6% | -41.8% | -25.6% |
| 6M | -6.0% | +35.5% | -41.4% | -22.1% |
| YTD | -31.3% | +29.6% | -60.9% | -42.6% |
| 1Y | -48.5% | +8.1% | -56.6% | -53.2% |
| 3Y | -25.7% | +14.8% | -40.5% | -41.4% |
| 5Y | -62.8% | -70.6% | +7.7% | -53.2% |
| All | -54.6% | -57.7% | +3.1% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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