+152.4%
DKNG vs TT
+406.4%
-254.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.0% |
| 7D | +3.0% | -1.2% | +4.2% | +3.7% |
| 30D | -3.0% | -7.3% | +4.3% | +0.9% |
| 3M | -17.6% | -3.6% | -14.0% | -17.2% |
| 6M | -3.2% | +2.8% | -6.1% | -7.7% |
| YTD | -28.2% | +14.5% | -42.7% | -36.4% |
| 1Y | -46.1% | +7.4% | -53.5% | -50.7% |
| 3Y | -22.2% | +116.2% | -138.4% | -55.1% |
| 5Y | -60.4% | +147.4% | -207.7% | -79.8% |
| All | +152.4% | +406.4% | -254.0% | -0.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling