+152.4%
DKNG vs EXR
+63.2%
+89.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.5% | +4.0% |
| 7D | +3.0% | -1.2% | +4.2% | +3.5% |
| 30D | -3.0% | -6.2% | +3.2% | -0.7% |
| 3M | -17.6% | -7.4% | -10.2% | -15.3% |
| 6M | -3.2% | -0.5% | -2.7% | -3.3% |
| YTD | -28.2% | +8.1% | -36.3% | -30.7% |
| 1Y | -46.1% | -2.9% | -43.2% | -45.9% |
| 3Y | -22.2% | +22.9% | -45.1% | -31.3% |
| 5Y | -60.4% | -10.2% | -50.2% | -60.5% |
| All | +152.4% | +63.2% | +89.2% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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