-19.2%
DKNG vs BTDR
-69.9%
+50.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -5.6% | +11.0% | +5.6% |
| 7D | +13.8% | -17.6% | +31.4% | +14.7% |
| 30D | +17.9% | -40.3% | +58.2% | +20.5% |
| 3M | -2.1% | -42.6% | +40.5% | -0.3% |
| 6M | -2.0% | -46.3% | +44.3% | -1.6% |
| YTD | -32.9% | -41.7% | +8.8% | -34.4% |
| 1Y | -19.2% | -69.4% | +50.2% | -13.9% |
| All | -19.2% | -69.9% | +50.7% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 1y: compounded portfolio wealth divided by compounded BTDR 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…
1y analysis · Full analysis span regression · 6 months rolling