+152.4%
DKNG vs ADP
+88.6%
+63.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.4% | +3.7% |
| 7D | +3.0% | -2.8% | +5.8% | +4.9% |
| 30D | -3.0% | +0.2% | -3.3% | -3.3% |
| 3M | -17.6% | +20.5% | -38.1% | -27.5% |
| 6M | -3.2% | +28.8% | -32.0% | -18.9% |
| YTD | -28.2% | +6.6% | -34.8% | -32.0% |
| 1Y | -46.1% | -6.9% | -39.2% | -44.1% |
| 3Y | -22.2% | +16.1% | -38.3% | -31.8% |
| 5Y | -60.4% | +49.3% | -109.7% | -69.5% |
| All | +152.4% | +88.6% | +63.8% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 10y: compounded portfolio wealth divided by compounded ADP 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…
10y analysis · Full analysis span regression · 6 months rolling