+152.4%
DKNG vs DRI
+106.6%
+45.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +3.9% |
| 7D | +3.0% | -3.2% | +6.3% | +4.5% |
| 30D | -3.0% | -7.8% | +4.8% | +0.4% |
| 3M | -17.6% | +0.4% | -17.9% | -17.8% |
| 6M | -3.2% | +4.8% | -8.1% | -5.7% |
| YTD | -28.2% | +16.7% | -44.9% | -33.4% |
| 1Y | -46.1% | +1.5% | -47.5% | -47.1% |
| 3Y | -22.2% | +56.3% | -78.4% | -37.5% |
| 5Y | -60.4% | +66.4% | -126.8% | -68.9% |
| All | +152.4% | +106.6% | +45.8% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling