+152.4%
DKNG vs TXT
+56.8%
+95.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.3% | +2.0% | +3.2% |
| 7D | +3.0% | +2.5% | +0.6% | +1.8% |
| 30D | -3.0% | -8.9% | +5.8% | +1.4% |
| 3M | -17.6% | -13.6% | -4.0% | -12.0% |
| 6M | -3.2% | -13.1% | +9.8% | +2.2% |
| YTD | -28.2% | -7.0% | -21.2% | -27.3% |
| 1Y | -46.1% | -1.4% | -44.7% | -47.0% |
| 3Y | -22.2% | +7.0% | -29.1% | -27.6% |
| 5Y | -60.4% | +15.4% | -75.8% | -63.9% |
| All | +152.4% | +56.8% | +95.6% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling