+97.6%
DKNG vs BURL
+39.7%
+57.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +4.0% |
| 7D | -11.7% | +5.9% | -17.6% | -13.5% |
| 30D | -1.1% | -8.3% | +7.2% | +1.9% |
| 3M | -20.2% | -31.6% | +11.4% | -9.2% |
| 6M | -24.1% | -16.6% | -7.5% | -20.6% |
| YTD | -43.8% | -12.1% | -31.7% | -43.1% |
| 1Y | -36.6% | -10.0% | -26.6% | -37.2% |
| 3Y | -44.7% | +94.3% | -139.0% | -62.3% |
| 5Y | -52.9% | -13.2% | -39.7% | -58.3% |
| All | +97.6% | +39.7% | +57.9% | +45.9% |
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