+152.4%
DKNG vs ELV
+60.3%
+92.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.2% |
| 7D | +3.0% | +3.2% | -0.2% | +2.0% |
| 30D | -3.0% | +5.4% | -8.4% | -4.6% |
| 3M | -17.6% | +5.4% | -22.9% | -19.3% |
| 6M | -3.2% | +45.7% | -49.0% | -14.7% |
| YTD | -28.2% | +21.2% | -49.4% | -33.5% |
| 1Y | -46.1% | +35.6% | -81.7% | -52.1% |
| 3Y | -22.2% | -2.0% | -20.2% | -25.5% |
| 5Y | -60.4% | +26.0% | -86.4% | -66.5% |
| All | +152.4% | +60.3% | +92.2% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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