+145.0%
DKNG vs EXPD
+168.0%
-23.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.2% |
| 7D | -4.9% | -1.1% | -3.8% | -4.4% |
| 30D | +10.3% | +4.1% | +6.3% | +8.1% |
| 3M | -5.4% | +17.9% | -23.3% | -13.3% |
| 6M | -5.6% | +29.2% | -34.8% | -17.8% |
| YTD | -30.3% | +27.4% | -57.7% | -39.6% |
| 1Y | -49.3% | +56.8% | -106.2% | -61.3% |
| 3Y | -19.0% | +68.0% | -87.0% | -42.4% |
| 5Y | -60.7% | +61.9% | -122.5% | -72.6% |
| All | +145.0% | +168.0% | -23.0% | +15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling