-22.2%
DKNG vs CRS
+612.2%
-634.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.5% | +4.6% |
| 7D | +3.0% | -6.8% | +9.8% | +4.6% |
| 30D | -3.0% | -16.1% | +13.1% | +0.7% |
| 3M | -17.6% | -21.2% | +3.6% | -13.9% |
| 6M | -3.2% | +8.7% | -11.9% | -7.4% |
| YTD | -28.2% | +41.0% | -69.2% | -36.6% |
| 1Y | -46.1% | +82.7% | -128.7% | -56.6% |
| 3Y | -22.2% | +604.8% | -627.0% | -57.8% |
| All | -22.2% | +612.2% | -634.4% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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