-22.2%
DKNG vs BROS
+59.1%
-81.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.3% | +4.1% |
| 7D | +3.0% | -5.8% | +8.8% | +4.6% |
| 30D | -3.0% | -14.0% | +10.9% | +0.7% |
| 3M | -17.6% | -32.5% | +14.9% | -10.1% |
| 6M | -3.2% | -14.9% | +11.7% | -1.5% |
| YTD | -28.2% | -28.3% | +0.1% | -23.8% |
| 1Y | -46.1% | -34.0% | -12.1% | -41.9% |
| 3Y | -22.2% | +63.0% | -85.1% | -41.3% |
| All | -22.2% | +59.1% | -81.2% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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