+152.4%
DKNG vs TECK
+221.2%
-68.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -19.1% |
| 6M | -3.2% | +25.1% | -28.4% | -10.0% |
| YTD | -28.2% | +39.2% | -67.4% | -35.3% |
| 1Y | -46.1% | +60.3% | -106.4% | -53.3% |
| 3Y | -22.2% | +62.9% | -85.1% | -34.6% |
| 5Y | -60.4% | +181.5% | -241.9% | -70.8% |
| All | +152.4% | +221.2% | -68.7% | +46.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling