+152.4%
DKNG vs ELF
+481.0%
-328.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.1% | +4.1% |
| 7D | +3.0% | -11.6% | +14.7% | +5.9% |
| 30D | -3.0% | +4.6% | -7.7% | -4.2% |
| 3M | -17.6% | +59.7% | -77.3% | -26.3% |
| 6M | -3.2% | +21.2% | -24.5% | -8.7% |
| YTD | -28.2% | +27.4% | -55.7% | -33.9% |
| 1Y | -46.1% | -29.8% | -16.3% | -44.4% |
| 3Y | -22.2% | -28.5% | +6.3% | -29.2% |
| 5Y | -60.4% | +220.0% | -280.4% | -80.3% |
| All | +152.4% | +481.0% | -328.5% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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