+141.9%
DKNG vs EXPD
+168.8%
-26.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.1% |
| 7D | -2.0% | +1.2% | -3.2% | -2.6% |
| 30D | -6.4% | +6.8% | -13.3% | -9.5% |
| 3M | -17.6% | +14.9% | -32.6% | -23.6% |
| 6M | -5.7% | +34.6% | -40.3% | -19.6% |
| YTD | -31.2% | +27.7% | -58.9% | -40.5% |
| 1Y | -48.1% | +57.7% | -105.7% | -60.5% |
| 3Y | -25.6% | +70.9% | -96.5% | -47.6% |
| 5Y | -62.0% | +59.5% | -121.5% | -73.4% |
| All | +141.9% | +168.8% | -26.8% | +14.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling