+141.4%
DKNG vs BURL
+31.5%
+109.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.4% | +5.5% | +1.4% |
| 7D | -2.3% | -7.0% | +4.7% | +0.2% |
| 30D | -2.5% | -35.6% | +33.1% | +14.0% |
| 3M | -14.2% | -26.3% | +12.0% | -4.9% |
| 6M | -6.0% | -20.7% | +14.7% | +0.2% |
| YTD | -31.3% | -17.2% | -14.1% | -28.5% |
| 1Y | -48.5% | -15.0% | -33.4% | -47.6% |
| 3Y | -25.7% | +53.2% | -78.9% | -43.7% |
| 5Y | -62.8% | -18.7% | -44.1% | -66.2% |
| All | +141.4% | +31.5% | +109.9% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling