+152.4%
DKNG vs TDY
+101.5%
+50.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.1% | +3.6% |
| 7D | +3.0% | -1.1% | +4.2% | +3.8% |
| 30D | -3.0% | -12.0% | +9.0% | +4.7% |
| 3M | -17.6% | -3.2% | -14.4% | -16.6% |
| 6M | -3.2% | -7.9% | +4.6% | 0.0% |
| YTD | -28.2% | +18.2% | -46.4% | -37.8% |
| 1Y | -46.1% | +6.7% | -52.7% | -50.1% |
| 3Y | -22.2% | +47.5% | -69.7% | -43.0% |
| 5Y | -60.4% | +39.5% | -99.9% | -69.7% |
| All | +152.4% | +101.5% | +50.9% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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