+152.4%
DKNG vs EQNR
+285.2%
-132.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.5% |
| 7D | +3.0% | +6.4% | -3.4% | +1.5% |
| 30D | -3.0% | +10.4% | -13.4% | -5.5% |
| 3M | -17.6% | +23.1% | -40.7% | -22.2% |
| 6M | -3.2% | +36.3% | -39.5% | -12.3% |
| YTD | -28.2% | +96.0% | -124.2% | -41.6% |
| 1Y | -46.1% | +94.2% | -140.3% | -56.0% |
| 3Y | -22.2% | +75.3% | -97.4% | -36.6% |
| 5Y | -60.4% | +187.2% | -247.6% | -74.0% |
| All | +152.4% | +285.2% | -132.8% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR 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 EQNR 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