-59.1%
DKNG vs EMB
+6.3%
-65.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.5% |
| 7D | +3.0% | -1.2% | +4.2% | +5.4% |
| 30D | -3.0% | -1.3% | -1.8% | -0.7% |
| 3M | -17.6% | -1.8% | -15.8% | -14.7% |
| 6M | -3.2% | +0.2% | -3.4% | -3.8% |
| YTD | -28.2% | +0.4% | -28.6% | -29.0% |
| 1Y | -46.1% | +2.8% | -48.9% | -49.1% |
| 3Y | -22.2% | +29.1% | -51.3% | -53.1% |
| All | -59.1% | +6.3% | -65.4% | -73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 5y: compounded portfolio wealth divided by compounded EMB 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…
5y analysis · Full analysis span regression · 6 months rolling