-22.2%
DKNG vs BLDR
-57.1%
+34.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +2.0% | +3.6% |
| 7D | +3.0% | -8.2% | +11.3% | +5.7% |
| 30D | -3.0% | -16.6% | +13.6% | +2.5% |
| 3M | -17.6% | -23.2% | +5.6% | -11.9% |
| 6M | -3.2% | -33.7% | +30.5% | +7.6% |
| YTD | -28.2% | -41.3% | +13.1% | -17.0% |
| 1Y | -46.1% | -58.8% | +12.7% | -29.6% |
| 3Y | -22.2% | -57.5% | +35.3% | -10.6% |
| All | -22.2% | -57.1% | +34.9% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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