-25.1%
DKNG vs BURL
+64.3%
-89.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.2% | +0.3% |
| 7D | +1.8% | -2.6% | +4.4% | +2.4% |
| 30D | -0.7% | -30.8% | +30.1% | +8.2% |
| 3M | -3.7% | -18.7% | +15.0% | +0.7% |
| 6M | -5.1% | -16.4% | +11.3% | -2.3% |
| YTD | -30.7% | -11.6% | -19.2% | -30.2% |
| 1Y | -48.5% | -12.0% | -36.5% | -48.4% |
| 3Y | -25.1% | +63.6% | -88.7% | -41.8% |
| All | -25.1% | +64.3% | -89.3% | -41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling