-19.2%
DKNG vs EXPD
+53.8%
-73.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.2% | +8.6% | +6.0% |
| 7D | +13.8% | +0.3% | +13.6% | +13.6% |
| 30D | +17.9% | +1.8% | +16.1% | +17.3% |
| 3M | -2.1% | +8.9% | -11.0% | -3.9% |
| 6M | -2.0% | +42.2% | -44.2% | -8.7% |
| YTD | -32.9% | +33.4% | -66.3% | -36.8% |
| 1Y | -19.2% | +47.2% | -66.4% | -30.0% |
| All | -19.2% | +53.8% | -73.0% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 1y: compounded portfolio wealth divided by compounded EXPD 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…
1y analysis · Full analysis span regression · 6 months rolling