+152.4%
DKNG vs EMR
+166.9%
-14.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.6% | +1.8% | +3.1% |
| 7D | +3.0% | -0.4% | +3.5% | +3.3% |
| 30D | -3.0% | -6.8% | +3.8% | +0.4% |
| 3M | -17.6% | +7.5% | -25.1% | -21.2% |
| 6M | -3.2% | +9.9% | -13.1% | -9.8% |
| YTD | -28.2% | +16.0% | -44.2% | -35.4% |
| 1Y | -46.1% | +12.4% | -58.5% | -50.8% |
| 3Y | -22.2% | +60.2% | -82.4% | -41.7% |
| 5Y | -60.4% | +67.9% | -128.3% | -71.4% |
| All | +152.4% | +166.9% | -14.5% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 10y: compounded portfolio wealth divided by compounded EMR 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…
10y analysis · Full analysis span regression · 6 months rolling