+152.4%
DKNG vs TW
+125.9%
+26.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.9% |
| 7D | +3.0% | -4.5% | +7.5% | +5.8% |
| 30D | -3.0% | -2.3% | -0.8% | -2.0% |
| 3M | -17.6% | +2.6% | -20.2% | -19.8% |
| 6M | -3.2% | -17.5% | +14.3% | +7.2% |
| YTD | -28.2% | -5.3% | -22.9% | -27.5% |
| 1Y | -46.1% | -14.8% | -31.3% | -41.9% |
| 3Y | -22.2% | +18.8% | -41.0% | -36.3% |
| 5Y | -60.4% | +20.7% | -81.1% | -68.7% |
| All | +152.4% | +125.9% | +26.6% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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