-59.1%
DKNG vs ADP
+48.1%
-107.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.4% | +3.5% |
| 7D | +3.0% | -2.8% | +5.8% | +5.4% |
| 30D | -3.0% | +0.2% | -3.3% | -3.3% |
| 3M | -17.6% | +20.5% | -38.1% | -29.9% |
| 6M | -3.2% | +28.8% | -32.0% | -22.7% |
| YTD | -28.2% | +6.6% | -34.8% | -32.6% |
| 1Y | -46.1% | -6.9% | -39.2% | -42.9% |
| 3Y | -22.2% | +16.1% | -38.3% | -36.5% |
| All | -59.1% | +48.1% | -107.2% | -74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling