-59.1%
DKNG vs MAR
+154.9%
-214.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +2.9% |
| 7D | +3.0% | -0.5% | +3.6% | +3.5% |
| 30D | -3.0% | -5.4% | +2.4% | +1.5% |
| 3M | -17.6% | -15.5% | -2.1% | -6.3% |
| 6M | -3.2% | +3.0% | -6.2% | -8.5% |
| YTD | -28.2% | +8.5% | -36.7% | -36.0% |
| 1Y | -46.1% | +26.0% | -72.0% | -58.4% |
| 3Y | -22.2% | +68.6% | -90.8% | -56.0% |
| All | -59.1% | +154.9% | -214.0% | -83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling