+421.5%
CARR vs DKNG
+117.0%
+304.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.3% | -2.9% | +0.8% |
| 7D | -3.8% | +3.0% | -6.8% | -4.2% |
| 30D | -8.9% | -3.0% | -5.9% | -8.6% |
| 3M | -17.3% | -17.6% | +0.3% | -15.5% |
| 6M | -1.4% | -3.2% | +1.9% | -2.1% |
| YTD | +10.0% | -28.2% | +38.2% | +13.7% |
| 1Y | -6.4% | -46.1% | +39.7% | +0.7% |
| 3Y | +1.5% | -22.2% | +23.7% | +1.1% |
| 5Y | +9.3% | -60.4% | +69.7% | +7.0% |
| All | +421.5% | +117.0% | +304.5% | +331.0% |
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