-59.1%
DKNG vs TXG
-62.8%
+3.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.3% | +1.0% | +3.2% |
| 7D | +3.0% | +9.5% | -6.4% | -0.2% |
| 30D | -3.0% | +18.8% | -21.8% | -9.1% |
| 3M | -17.6% | +136.1% | -153.7% | -41.4% |
| 6M | -3.2% | +235.2% | -238.5% | -41.3% |
| YTD | -28.2% | +320.5% | -348.7% | -60.7% |
| 1Y | -46.1% | +425.2% | -471.3% | -74.0% |
| 3Y | -22.2% | +42.9% | -65.1% | -41.0% |
| All | -59.1% | -62.8% | +3.7% | -51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling