-22.2%
DKNG vs CRL
+38.6%
-60.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.4% | +3.9% |
| 7D | +3.0% | -3.5% | +6.6% | +4.0% |
| 30D | -3.0% | -2.1% | -0.9% | -2.5% |
| 3M | -17.6% | +48.0% | -65.6% | -26.2% |
| 6M | -3.2% | +64.7% | -68.0% | -16.7% |
| YTD | -28.2% | +39.5% | -67.7% | -35.3% |
| 1Y | -46.1% | +74.2% | -120.3% | -54.6% |
| 3Y | -22.2% | +39.4% | -61.5% | -34.7% |
| All | -22.2% | +38.6% | -60.8% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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