-19.2%
DKNG vs WOLF
-3.0%
-16.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.7% | +3.7% | +5.4% |
| 7D | +13.8% | -14.5% | +28.3% | +13.6% |
| 30D | +17.9% | -32.0% | +49.9% | +17.2% |
| 3M | -2.1% | -15.8% | +13.7% | -2.2% |
| 6M | -2.0% | -36.6% | +34.6% | -5.0% |
| YTD | -32.9% | +30.9% | -63.8% | -37.3% |
| 1Y | -19.2% | +4.1% | -23.3% | -20.7% |
| All | -19.2% | -3.0% | -16.2% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 1y: compounded portfolio wealth divided by compounded WOLF 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…
1y analysis · Full analysis span regression · 6 months rolling