+152.4%
DKNG vs MAR
+152.8%
-0.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +3.4% |
| 7D | +3.0% | -0.5% | +3.6% | +3.3% |
| 30D | -3.0% | -5.4% | +2.4% | 0.0% |
| 3M | -17.6% | -15.5% | -2.1% | -10.2% |
| 6M | -3.2% | +3.0% | -6.2% | -6.2% |
| YTD | -28.2% | +8.5% | -36.7% | -32.8% |
| 1Y | -46.1% | +26.0% | -72.0% | -53.6% |
| 3Y | -22.2% | +68.6% | -90.8% | -42.7% |
| 5Y | -60.4% | +157.4% | -217.8% | -75.2% |
| All | +152.4% | +152.8% | -0.3% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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