-19.2%
DKNG vs TT
-6.5%
-12.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.7% | +7.0% | +5.2% |
| 7D | +13.8% | -8.5% | +22.3% | +12.9% |
| 30D | +17.9% | -12.8% | +30.7% | +16.5% |
| 3M | -2.1% | -12.9% | +10.8% | -3.3% |
| 6M | -2.0% | -15.2% | +13.3% | -3.5% |
| YTD | -32.9% | +6.2% | -39.1% | -37.5% |
| 1Y | -19.2% | -4.5% | -14.7% | -18.5% |
| All | -19.2% | -6.5% | -12.7% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 1y: compounded portfolio wealth divided by compounded TT 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…
1y analysis · Full analysis span regression · 6 months rolling