+152.4%
DKNG vs EME
+844.1%
-691.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.3% | 0.0% | +2.7% |
| 7D | +3.0% | +3.5% | -0.5% | +1.7% |
| 30D | -3.0% | -6.3% | +3.3% | -1.0% |
| 3M | -17.6% | -3.8% | -13.8% | -18.3% |
| 6M | -3.2% | +8.5% | -11.8% | -10.1% |
| YTD | -28.2% | +27.8% | -56.0% | -38.9% |
| 1Y | -46.1% | +22.2% | -68.3% | -54.2% |
| 3Y | -22.2% | +253.5% | -275.6% | -62.5% |
| 5Y | -60.4% | +578.6% | -639.0% | -86.1% |
| All | +152.4% | +844.1% | -691.7% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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