+152.4%
DKNG vs W
-29.6%
+182.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +4.0% |
| 7D | +3.0% | -0.9% | +3.9% | +3.3% |
| 30D | -3.0% | -4.2% | +1.2% | -1.8% |
| 3M | -17.6% | +26.9% | -44.5% | -25.8% |
| 6M | -3.2% | +31.2% | -34.5% | -15.8% |
| YTD | -28.2% | -1.8% | -26.4% | -31.9% |
| 1Y | -46.1% | +9.3% | -55.4% | -51.8% |
| 3Y | -22.2% | +33.2% | -55.4% | -43.3% |
| 5Y | -60.4% | -62.4% | +2.0% | -65.0% |
| All | +152.4% | -29.6% | +182.0% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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