+240.4%
GS vs DKNG
-24.2%
+264.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | +3.4% | +1.8% | +1.6% | +3.0% |
| 30D | +0.2% | -0.7% | +0.9% | +0.2% |
| 3M | -0.3% | -3.7% | +3.3% | -0.9% |
| 6M | +27.4% | -5.1% | +32.5% | +26.3% |
| YTD | +19.6% | -30.7% | +50.4% | +27.0% |
| 1Y | +42.5% | -48.5% | +90.9% | +61.4% |
| 3Y | +240.4% | -25.1% | +265.5% | +238.3% |
| All | +240.4% | -24.2% | +264.6% | +238.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling