-21.4%
DKNG vs CART
+11.0%
-32.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +2.0% | -0.3% |
| 7D | -2.3% | -9.5% | +7.2% | -0.4% |
| 30D | -2.5% | -7.8% | +5.2% | -1.1% |
| 3M | -14.2% | +10.4% | -24.7% | -15.9% |
| 6M | -6.0% | +20.1% | -26.0% | -9.5% |
| YTD | -31.3% | +3.7% | -35.0% | -32.1% |
| 1Y | -48.5% | +2.6% | -51.0% | -49.3% |
| All | -21.4% | +11.0% | -32.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling