-22.2%
DKNG vs EMR
+62.0%
-84.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +0.3% |
| 3M | -17.6% | +7.5% | -25.1% | -21.1% |
| 6M | -3.2% | +9.9% | -13.1% | -9.9% |
| YTD | -28.2% | +16.0% | -44.2% | -36.0% |
| 1Y | -46.1% | +12.4% | -58.5% | -51.1% |
| 3Y | -22.2% | +60.2% | -82.4% | -41.2% |
| All | -22.2% | +62.0% | -84.2% | -41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling