+152.4%
DKNG vs TTWO
+81.0%
+71.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.7% |
| 7D | +3.0% | +0.4% | +2.7% | +2.8% |
| 30D | -3.0% | -11.3% | +8.3% | +3.4% |
| 3M | -17.6% | +1.6% | -19.2% | -18.8% |
| 6M | -3.2% | +2.1% | -5.3% | -5.2% |
| YTD | -28.2% | -15.8% | -12.4% | -22.1% |
| 1Y | -46.1% | -12.6% | -33.5% | -43.1% |
| 3Y | -22.2% | +48.2% | -70.4% | -41.8% |
| 5Y | -60.4% | +40.0% | -100.4% | -70.1% |
| All | +152.4% | +81.0% | +71.4% | +65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling