+141.9%
DKNG vs TSN
-20.0%
+161.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.2% |
| 7D | -2.0% | +1.4% | -3.3% | -2.3% |
| 30D | -6.4% | -6.2% | -0.3% | -4.9% |
| 3M | -17.6% | -5.7% | -12.0% | -16.4% |
| 6M | -5.7% | -11.4% | +5.7% | -3.1% |
| YTD | -31.2% | -8.2% | -23.0% | -30.1% |
| 1Y | -48.1% | -2.0% | -46.0% | -48.4% |
| 3Y | -25.6% | +11.9% | -37.4% | -31.1% |
| 5Y | -62.0% | -17.8% | -44.3% | -61.1% |
| All | +141.9% | -20.0% | +161.9% | +138.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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