-1.8%
CARR vs DKNG
-21.6%
+19.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.4% | -4.9% | +0.4% |
| 7D | -0.7% | +13.8% | -14.5% | -1.0% |
| 30D | +0.3% | +17.9% | -17.6% | -0.1% |
| 3M | -14.9% | -2.1% | -12.8% | -15.1% |
| 6M | -14.9% | -2.0% | -12.9% | -15.1% |
| YTD | +7.0% | -32.9% | +39.9% | +10.5% |
| 1Y | -1.8% | -19.2% | +17.5% | -6.2% |
| All | -1.8% | -21.6% | +19.8% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling