+152.4%
DKNG vs DLR
+103.0%
+49.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +3.6% |
| 7D | +3.0% | +0.1% | +2.9% | +3.0% |
| 30D | -3.0% | -4.3% | +1.3% | -1.3% |
| 3M | -17.6% | +3.8% | -21.4% | -19.7% |
| 6M | -3.2% | +5.8% | -9.1% | -7.1% |
| YTD | -28.2% | +23.5% | -51.7% | -36.2% |
| 1Y | -46.1% | +11.1% | -57.1% | -49.7% |
| 3Y | -22.2% | +57.9% | -80.1% | -39.4% |
| 5Y | -60.4% | +44.0% | -104.4% | -68.9% |
| All | +152.4% | +103.0% | +49.4% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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