-5.7%
DKNG vs EL
+5.6%
-11.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.7% |
| 7D | -2.0% | -4.4% | +2.4% | -1.1% |
| 30D | -6.4% | +10.3% | -16.7% | -8.7% |
| 3M | -17.6% | +13.4% | -31.0% | -20.0% |
| 6M | -5.7% | +3.1% | -8.8% | -7.3% |
| All | -5.7% | +5.6% | -11.3% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 6mo: compounded portfolio wealth divided by compounded EL 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…
6mo analysis · Full analysis span regression · 6 months rolling