+152.4%
DKNG vs ETR
+160.3%
-7.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.5% |
| 7D | +3.0% | -1.8% | +4.8% | +3.6% |
| 30D | -3.0% | -1.8% | -1.3% | -2.6% |
| 3M | -17.6% | -3.6% | -14.0% | -16.9% |
| 6M | -3.2% | +2.6% | -5.9% | -4.8% |
| YTD | -28.2% | +16.0% | -44.2% | -32.5% |
| 1Y | -46.1% | +20.1% | -66.2% | -49.9% |
| 3Y | -22.2% | +143.6% | -165.8% | -45.5% |
| 5Y | -60.4% | +124.4% | -184.7% | -71.9% |
| All | +152.4% | +160.3% | -7.8% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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