+389.9%
GS vs DKNG
+97.6%
+292.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | -0.1% |
| 7D | +1.6% | -11.7% | +13.3% | +3.1% |
| 30D | +1.7% | -1.1% | +2.8% | +1.2% |
| 3M | -11.6% | -20.2% | +8.6% | -9.1% |
| 6M | -1.9% | -24.1% | +22.2% | +0.6% |
| YTD | +5.1% | -43.8% | +48.9% | +12.9% |
| 1Y | +16.4% | -36.6% | +53.0% | +22.3% |
| 3Y | +199.0% | -44.7% | +243.7% | +213.7% |
| 5Y | +157.4% | -52.9% | +210.3% | +157.9% |
| All | +389.9% | +97.6% | +292.4% | +181.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling