-22.2%
DKNG vs EXR
+23.2%
-45.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.5% | +4.1% |
| 7D | +3.0% | -1.2% | +4.2% | +3.4% |
| 30D | -3.0% | -6.2% | +3.2% | -1.4% |
| 3M | -17.6% | -7.4% | -10.2% | -15.9% |
| 6M | -3.2% | -0.5% | -2.7% | -3.2% |
| YTD | -28.2% | +8.1% | -36.3% | -30.0% |
| 1Y | -46.1% | -2.9% | -43.2% | -46.0% |
| 3Y | -22.2% | +22.9% | -45.1% | -27.3% |
| All | -22.2% | +23.2% | -45.4% | -27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling