-22.2%
DKNG vs TECK
+65.8%
-88.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +4.2% |
| 7D | +3.0% | -3.8% | +6.9% | +3.9% |
| 30D | -3.0% | +0.7% | -3.8% | -3.3% |
| 3M | -17.6% | +4.6% | -22.2% | -18.9% |
| 6M | -3.2% | +25.1% | -28.4% | -10.6% |
| YTD | -28.2% | +39.2% | -67.4% | -36.3% |
| 1Y | -46.1% | +60.3% | -106.4% | -54.5% |
| 3Y | -22.2% | +62.9% | -85.1% | -35.7% |
| All | -22.2% | +65.8% | -88.0% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 3y: compounded portfolio wealth divided by compounded TECK 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…
3y analysis · Full analysis span regression · 6 months rolling