+141.4%
DKNG vs CAPR
+65.5%
+75.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.8% | -0.7% |
| 7D | -2.3% | -12.6% | +10.4% | -1.9% |
| 30D | -2.5% | +124.4% | -126.9% | -5.5% |
| 3M | -14.2% | -66.8% | +52.5% | -13.4% |
| 6M | -6.0% | -71.8% | +65.8% | -4.7% |
| YTD | -31.3% | -70.1% | +38.7% | -30.6% |
| 1Y | -48.5% | +33.3% | -81.8% | -54.3% |
| 3Y | -25.7% | +36.7% | -62.4% | -39.3% |
| 5Y | -62.8% | +72.5% | -135.3% | -70.9% |
| All | +141.4% | +65.5% | +75.9% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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