+92.8%
DKNG vs BURL
+33.6%
+59.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.4% | +0.1% |
| 7D | +2.1% | -1.6% | +3.6% | +2.6% |
| 30D | -0.1% | -7.7% | +7.7% | +2.9% |
| 3M | -25.7% | -31.7% | +6.0% | -15.4% |
| 6M | -24.5% | -15.2% | -9.4% | -21.6% |
| YTD | -45.2% | -15.9% | -29.3% | -43.6% |
| 1Y | -36.4% | -14.2% | -22.2% | -35.8% |
| 3Y | -46.9% | +93.5% | -140.4% | -63.8% |
| 5Y | -53.4% | -9.9% | -43.5% | -59.0% |
| All | +92.8% | +33.6% | +59.2% | +44.7% |
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