+100.4%
DKNG vs BURL
+41.0%
+59.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.1% |
| 7D | -15.0% | -0.8% | -14.2% | -14.7% |
| 30D | -0.1% | -4.4% | +4.3% | +1.5% |
| 3M | -22.5% | -28.6% | +6.1% | -13.1% |
| 6M | -19.9% | -12.3% | -7.6% | -17.7% |
| YTD | -43.0% | -11.3% | -31.7% | -42.5% |
| 1Y | -35.6% | -10.4% | -25.2% | -36.0% |
| 3Y | -43.9% | +96.1% | -140.0% | -61.8% |
| 5Y | -51.8% | -5.0% | -46.7% | -58.4% |
| All | +100.4% | +41.0% | +59.5% | +47.5% |
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