+187.0%
GS vs DKNG
-62.6%
+249.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.6% |
| 7D | +2.4% | -2.3% | +4.7% | +2.8% |
| 30D | -0.1% | -2.5% | +2.4% | +0.2% |
| 3M | +0.2% | -14.2% | +14.4% | +1.8% |
| 6M | +24.8% | -6.0% | +30.8% | +24.2% |
| YTD | +18.8% | -31.3% | +50.1% | +24.0% |
| 1Y | +37.3% | -48.5% | +85.8% | +49.3% |
| 3Y | +237.9% | -25.7% | +263.6% | +240.5% |
| 5Y | +187.0% | -62.8% | +249.9% | +200.2% |
| All | +187.0% | -62.6% | +249.6% | +200.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling