+152.4%
DKNG vs EXPE
+107.8%
+44.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.4% | +2.9% | +3.7% |
| 7D | +3.0% | -5.8% | +8.8% | +5.6% |
| 30D | -3.0% | -13.6% | +10.6% | +3.2% |
| 3M | -17.6% | +25.2% | -42.8% | -26.0% |
| 6M | -3.2% | +22.3% | -25.6% | -13.0% |
| YTD | -28.2% | -0.3% | -27.9% | -30.2% |
| 1Y | -46.1% | +27.8% | -73.9% | -53.6% |
| 3Y | -22.2% | +162.4% | -184.6% | -55.0% |
| 5Y | -60.4% | +95.8% | -156.2% | -74.6% |
| All | +152.4% | +107.8% | +44.7% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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