-59.1%
DKNG vs EFV
+95.9%
-155.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.3% | +3.0% |
| 7D | +3.0% | -0.8% | +3.8% | +4.1% |
| 30D | -3.0% | +0.6% | -3.7% | -3.6% |
| 3M | -17.6% | +7.5% | -25.1% | -24.6% |
| 6M | -3.2% | +13.0% | -16.3% | -17.7% |
| YTD | -28.2% | +18.3% | -46.5% | -42.7% |
| 1Y | -46.1% | +26.7% | -72.8% | -60.7% |
| 3Y | -22.2% | +89.6% | -111.8% | -68.8% |
| All | -59.1% | +95.9% | -155.0% | -85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling