+53.9%
PG vs DKNG
+152.4%
-98.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.3% | -2.7% | +1.5% |
| 7D | -0.8% | +3.0% | -3.8% | -0.9% |
| 30D | +0.8% | -3.0% | +3.8% | +0.9% |
| 3M | -1.3% | -17.6% | +16.2% | -0.9% |
| 6M | -3.8% | -3.2% | -0.6% | -3.9% |
| YTD | +3.6% | -28.2% | +31.8% | +4.3% |
| 1Y | -5.7% | -46.1% | +40.3% | -4.4% |
| 3Y | +1.6% | -22.2% | +23.8% | +0.8% |
| 5Y | +14.6% | -60.4% | +75.0% | +17.3% |
| All | +53.9% | +152.4% | -98.6% | +15.6% |
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