-42.6%
DKNG vs VG
-34.8%
-7.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +0.1% |
| 7D | -2.0% | +7.0% | -9.0% | -2.6% |
| 30D | -6.4% | +17.2% | -23.7% | -8.0% |
| 3M | -17.6% | +16.8% | -34.4% | -19.6% |
| 6M | -5.7% | +36.3% | -42.0% | -11.5% |
| YTD | -31.2% | +127.9% | -159.1% | -41.4% |
| 1Y | -48.1% | +11.7% | -59.8% | -50.4% |
| All | -42.6% | -34.8% | -7.9% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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