-22.2%
DKNG vs ADP
+14.9%
-37.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.2% |
| 7D | +3.0% | -3.4% | +6.4% | +5.0% |
| 30D | -3.0% | -0.4% | -2.6% | -2.9% |
| 3M | -17.6% | +19.7% | -37.3% | -25.7% |
| 6M | -3.2% | +27.9% | -31.2% | -15.8% |
| YTD | -28.2% | +5.9% | -34.2% | -30.6% |
| 1Y | -46.1% | -7.5% | -38.6% | -43.7% |
| 3Y | -22.2% | +15.4% | -37.6% | -30.9% |
| All | -22.2% | +14.9% | -37.1% | -30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling