-22.2%
DKNG vs TXG
+43.8%
-65.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.3% | +1.0% | +3.7% |
| 7D | +3.0% | +9.5% | -6.4% | +1.2% |
| 30D | -3.0% | +18.8% | -21.8% | -6.5% |
| 3M | -17.6% | +136.1% | -153.7% | -32.0% |
| 6M | -3.2% | +235.2% | -238.5% | -27.1% |
| YTD | -28.2% | +320.5% | -348.7% | -49.0% |
| 1Y | -46.1% | +425.2% | -471.3% | -64.5% |
| 3Y | -22.2% | +42.9% | -65.1% | -34.8% |
| All | -22.2% | +43.8% | -65.9% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling