+141.9%
DKNG vs EMR
+160.2%
-18.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.9% |
| 7D | -2.0% | -1.2% | -0.8% | -1.4% |
| 30D | -6.4% | -9.4% | +3.0% | -1.7% |
| 3M | -17.6% | +8.6% | -26.2% | -21.7% |
| 6M | -5.7% | +6.7% | -12.4% | -10.8% |
| YTD | -31.2% | +13.1% | -44.3% | -37.3% |
| 1Y | -48.1% | +12.7% | -60.8% | -52.7% |
| 3Y | -25.6% | +58.1% | -83.6% | -43.9% |
| 5Y | -62.0% | +63.6% | -125.7% | -72.2% |
| All | +141.9% | +160.2% | -18.3% | +36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling