+152.4%
DKNG vs TCOM
-2.6%
+155.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +4.1% |
| 7D | +3.0% | -4.9% | +7.9% | +4.9% |
| 30D | -3.0% | -14.4% | +11.4% | +2.4% |
| 3M | -17.6% | -17.7% | +0.1% | -12.1% |
| 6M | -3.2% | -25.1% | +21.9% | +6.5% |
| YTD | -28.2% | -45.7% | +17.5% | -12.6% |
| 1Y | -46.1% | -47.9% | +1.8% | -33.5% |
| 3Y | -22.2% | +8.9% | -31.1% | -32.2% |
| 5Y | -60.4% | +26.9% | -87.2% | -70.8% |
| All | +152.4% | -2.6% | +155.1% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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