-21.2%
DKNG vs CART
+12.5%
-33.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | -2.0% | -8.7% | +6.7% | -0.3% |
| 30D | -6.4% | -4.4% | -2.1% | -5.7% |
| 3M | -17.6% | +14.6% | -32.3% | -19.8% |
| 6M | -5.7% | +24.4% | -30.1% | -9.9% |
| YTD | -31.2% | +5.0% | -36.2% | -32.1% |
| 1Y | -48.1% | +0.5% | -48.6% | -48.7% |
| All | -21.2% | +12.5% | -33.7% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 10y: compounded portfolio wealth divided by compounded CART 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…
10y analysis · Full analysis span regression · 6 months rolling