+152.4%
DKNG vs EL
-43.4%
+195.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.7% | +4.1% |
| 7D | +3.0% | -6.5% | +9.5% | +5.7% |
| 30D | -3.0% | +11.1% | -14.2% | -7.3% |
| 3M | -17.6% | +10.7% | -28.3% | -21.1% |
| 6M | -3.2% | +6.9% | -10.1% | -7.5% |
| YTD | -28.2% | -6.3% | -21.9% | -28.8% |
| 1Y | -46.1% | +13.5% | -59.5% | -51.1% |
| 3Y | -22.2% | -33.1% | +10.9% | -17.4% |
| 5Y | -60.4% | -68.8% | +8.4% | -35.7% |
| All | +152.4% | -43.4% | +195.8% | +190.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling