+141.4%
DKNG vs TXT
+54.6%
+86.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.1% |
| 7D | -2.3% | +0.8% | -3.1% | -2.7% |
| 30D | -2.5% | -10.4% | +7.9% | +2.8% |
| 3M | -14.2% | -14.3% | +0.1% | -8.1% |
| 6M | -6.0% | -15.1% | +9.1% | +0.4% |
| YTD | -31.3% | -8.3% | -23.0% | -30.0% |
| 1Y | -48.5% | -0.7% | -47.8% | -49.6% |
| 3Y | -25.7% | +6.0% | -31.7% | -30.7% |
| 5Y | -62.8% | +12.5% | -75.4% | -65.8% |
| All | +141.4% | +54.6% | +86.8% | +66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling