+152.4%
DKNG vs COR
+356.4%
-203.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.2% | +4.3% |
| 7D | +3.0% | -2.8% | +5.9% | +3.6% |
| 30D | -3.0% | +2.6% | -5.6% | -3.5% |
| 3M | -17.6% | +14.5% | -32.1% | -19.8% |
| 6M | -3.2% | -7.8% | +4.6% | -2.2% |
| YTD | -28.2% | -4.2% | -24.0% | -28.4% |
| 1Y | -46.1% | +7.0% | -53.1% | -47.9% |
| 3Y | -22.2% | +85.5% | -107.7% | -37.2% |
| 5Y | -60.4% | +181.2% | -241.6% | -73.1% |
| All | +152.4% | +356.4% | -203.9% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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