-22.2%
DKNG vs WYNN
-5.1%
-17.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.2% | +4.7% |
| 7D | +3.0% | -4.2% | +7.2% | +5.2% |
| 30D | -3.0% | -14.6% | +11.6% | +4.8% |
| 3M | -17.6% | -18.4% | +0.8% | -9.0% |
| 6M | -3.2% | -11.9% | +8.7% | +2.8% |
| YTD | -28.2% | -26.6% | -1.6% | -17.2% |
| 1Y | -46.1% | -28.5% | -17.5% | -37.6% |
| 3Y | -22.2% | -5.1% | -17.1% | -27.1% |
| All | -22.2% | -5.1% | -17.1% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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