-51.2%
DKNG vs BTDR
+19.6%
-70.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.7% | +0.6% | +4.1% |
| 7D | +3.0% | -3.4% | +6.4% | +3.3% |
| 30D | -3.0% | +32.6% | -35.6% | -5.2% |
| 3M | -17.6% | -32.2% | +14.6% | -16.0% |
| 6M | -3.2% | +52.4% | -55.6% | -8.8% |
| YTD | -28.2% | +6.7% | -34.9% | -30.7% |
| 1Y | -46.1% | -15.2% | -30.8% | -47.7% |
| 3Y | -22.2% | +14.9% | -37.1% | -30.9% |
| 5Y | -60.4% | +20.8% | -81.2% | -68.4% |
| All | -51.2% | +19.6% | -70.8% | -60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling