-49.3%
DKNG vs TXG
+372.5%
-421.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -4.9% | +1.8% | -6.8% | -5.1% |
| 30D | +10.3% | +32.0% | -21.7% | +6.7% |
| 3M | -5.4% | +87.0% | -92.4% | -12.6% |
| 6M | -5.6% | +180.1% | -185.6% | -18.1% |
| YTD | -30.3% | +284.1% | -314.4% | -42.1% |
| 1Y | -49.3% | +361.7% | -411.0% | -61.7% |
| All | -49.3% | +372.5% | -421.8% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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