+152.4%
DKNG vs EFV
+128.1%
+24.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.3% | +3.2% |
| 7D | +3.0% | -0.8% | +3.8% | +3.9% |
| 30D | -3.0% | +0.6% | -3.7% | -3.5% |
| 3M | -17.6% | +7.5% | -25.1% | -23.5% |
| 6M | -3.2% | +13.0% | -16.3% | -15.4% |
| YTD | -28.2% | +18.3% | -46.5% | -40.3% |
| 1Y | -46.1% | +26.7% | -72.8% | -58.2% |
| 3Y | -22.2% | +89.6% | -111.8% | -61.1% |
| 5Y | -60.4% | +98.2% | -158.6% | -80.8% |
| All | +152.4% | +128.1% | +24.3% | -0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling