-59.1%
DKNG vs BRO
+17.6%
-76.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.6% | +4.5% |
| 7D | +3.0% | -7.3% | +10.4% | +8.1% |
| 30D | -3.0% | -6.9% | +3.8% | +1.5% |
| 3M | -17.6% | +10.7% | -28.3% | -23.2% |
| 6M | -3.2% | -2.7% | -0.6% | -2.3% |
| YTD | -28.2% | -16.3% | -11.9% | -20.5% |
| 1Y | -46.1% | -29.1% | -17.0% | -33.5% |
| 3Y | -22.2% | -7.8% | -14.3% | -27.6% |
| All | -59.1% | +17.6% | -76.7% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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