-62.2%
DKNG vs BURL
-11.0%
-51.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.4% | -1.8% |
| 7D | -4.9% | -2.8% | -2.2% | -3.9% |
| 30D | +10.3% | -28.2% | +38.5% | +25.5% |
| 3M | -5.4% | -17.6% | +12.2% | +1.5% |
| 6M | -5.6% | -11.8% | +6.2% | -3.3% |
| YTD | -30.3% | -8.1% | -22.2% | -30.3% |
| 1Y | -49.3% | -12.0% | -37.4% | -49.1% |
| 3Y | -19.0% | +63.3% | -82.3% | -44.1% |
| All | -62.2% | -11.0% | -51.3% | -68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling