+152.4%
DKNG vs ELAN
-30.4%
+182.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.4% | +3.0% | +3.9% |
| 7D | +3.0% | -5.4% | +8.5% | +5.0% |
| 30D | -3.0% | +4.7% | -7.7% | -4.5% |
| 3M | -17.6% | -3.7% | -13.9% | -17.3% |
| 6M | -3.2% | -1.2% | -2.1% | -5.7% |
| YTD | -28.2% | +2.4% | -30.6% | -31.3% |
| 1Y | -46.1% | +23.4% | -69.4% | -52.4% |
| 3Y | -22.2% | +96.7% | -118.9% | -49.0% |
| 5Y | -60.4% | -30.6% | -29.8% | -60.4% |
| All | +152.4% | -30.4% | +182.9% | +117.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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