-20.7%
DKNG vs CART
+14.3%
-35.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.0% | +5.4% | +0.6% |
| 7D | +1.8% | -4.1% | +5.9% | +2.6% |
| 30D | -0.7% | -4.3% | +3.7% | +0.1% |
| 3M | -3.7% | +13.1% | -16.8% | -6.0% |
| 6M | -5.1% | +26.0% | -31.1% | -9.5% |
| YTD | -30.7% | +6.7% | -37.4% | -31.9% |
| 1Y | -48.5% | +6.3% | -54.7% | -49.6% |
| All | -20.7% | +14.3% | -35.0% | -32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling