+448.9%
GS vs DKNG
+141.9%
+307.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -1.7% | -2.0% | +0.2% | -1.4% |
| 30D | -0.9% | -6.4% | +5.5% | 0.0% |
| 3M | +2.3% | -17.6% | +20.0% | +4.9% |
| 6M | +23.4% | -5.7% | +29.1% | +22.8% |
| YTD | +17.7% | -31.2% | +48.9% | +23.3% |
| 1Y | +35.1% | -48.1% | +83.2% | +47.9% |
| 3Y | +234.9% | -25.6% | +260.5% | +236.0% |
| 5Y | +185.3% | -62.0% | +247.3% | +203.3% |
| All | +448.9% | +141.9% | +307.0% | +207.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DKNG.
Daily Out/Under-Performance
Portfolio return minus DKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKNG 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 DKNG 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