+141.9%
DKNG vs VUG
+222.4%
-80.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.9% |
| 7D | -2.0% | -1.9% | -0.1% | +0.3% |
| 30D | -6.4% | -1.6% | -4.9% | -4.6% |
| 3M | -17.6% | +4.4% | -22.0% | -22.6% |
| 6M | -5.7% | +13.2% | -18.9% | -20.9% |
| YTD | -31.2% | +7.5% | -38.7% | -38.4% |
| 1Y | -48.1% | +12.5% | -60.5% | -56.3% |
| 3Y | -25.6% | +86.0% | -111.5% | -67.8% |
| 5Y | -62.0% | +76.5% | -138.5% | -81.6% |
| All | +141.9% | +222.4% | -80.5% | -25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling