-22.2%
DKNG vs TTWO
+50.8%
-73.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.6% |
| 7D | +3.0% | +0.4% | +2.7% | +2.9% |
| 30D | -3.0% | -11.3% | +8.3% | +1.8% |
| 3M | -17.6% | +1.6% | -19.2% | -18.3% |
| 6M | -3.2% | +2.1% | -5.3% | -4.4% |
| YTD | -28.2% | -15.8% | -12.4% | -24.0% |
| 1Y | -46.1% | -12.6% | -33.5% | -44.0% |
| 3Y | -22.2% | +48.2% | -70.4% | -40.4% |
| All | -22.2% | +50.8% | -73.0% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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