-22.2%
DKNG vs EFV
+90.2%
-112.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.3% | +3.4% |
| 7D | +3.0% | -0.8% | +3.8% | +3.8% |
| 30D | -3.0% | +0.6% | -3.7% | -3.4% |
| 3M | -17.6% | +7.5% | -25.1% | -22.4% |
| 6M | -3.2% | +13.0% | -16.3% | -13.4% |
| YTD | -28.2% | +18.3% | -46.5% | -38.7% |
| 1Y | -46.1% | +26.7% | -72.8% | -56.9% |
| 3Y | -22.2% | +89.6% | -111.8% | -63.1% |
| All | -22.2% | +90.2% | -112.4% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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