+88.9%
DKNG vs BURL
+35.7%
+53.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.3% | -1.6% | -19.7% | -20.7% |
| 7D | -11.5% | +4.1% | -15.6% | -12.6% |
| 30D | -3.3% | -9.5% | +6.1% | +0.2% |
| 3M | -16.5% | -33.5% | +17.0% | -4.0% |
| 6M | -22.6% | -22.1% | -0.5% | -16.9% |
| YTD | -46.3% | -14.6% | -31.7% | -45.0% |
| 1Y | -33.8% | -8.4% | -25.5% | -34.9% |
| 3Y | -47.3% | +86.6% | -133.8% | -63.4% |
| 5Y | -57.6% | -17.2% | -40.4% | -61.8% |
| All | +88.9% | +35.7% | +53.2% | +41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling