-35.6%
DKNG vs BURL
-11.9%
-23.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.7% |
| 7D | -18.7% | +0.4% | -19.1% | -18.7% |
| 30D | -3.0% | -4.3% | +1.3% | -3.6% |
| 3M | -25.0% | -28.8% | +3.7% | -26.9% |
| 6M | -22.3% | -12.8% | -9.5% | -22.1% |
| YTD | -44.5% | -12.8% | -31.7% | -43.5% |
| All | -35.6% | -11.9% | -23.7% | -33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling