-22.2%
DKNG vs VUG
+86.2%
-108.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +3.4% |
| 7D | +3.0% | -0.5% | +3.5% | +3.6% |
| 30D | -3.0% | -1.0% | -2.1% | -2.1% |
| 3M | -17.6% | +3.5% | -21.1% | -20.8% |
| 6M | -3.2% | +14.2% | -17.4% | -17.3% |
| YTD | -28.2% | +8.5% | -36.7% | -35.0% |
| 1Y | -46.1% | +12.9% | -58.9% | -53.5% |
| 3Y | -22.2% | +85.6% | -107.8% | -69.9% |
| All | -22.2% | +86.2% | -108.4% | -69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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