-60.4%
DKNG vs BROS
+33.7%
-94.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +1.2% |
| 7D | -2.0% | -6.1% | +4.1% | -0.2% |
| 30D | -6.4% | -12.4% | +5.9% | -2.8% |
| 3M | -17.6% | -27.9% | +10.3% | -10.5% |
| 6M | -5.7% | -16.8% | +11.1% | -3.0% |
| YTD | -31.2% | -29.0% | -2.2% | -26.1% |
| 1Y | -48.1% | -33.2% | -14.9% | -43.5% |
| 3Y | -25.6% | +56.8% | -82.3% | -42.9% |
| All | -60.4% | +33.7% | -94.0% | -64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling