+141.9%
DKNG vs MAR
+148.5%
-6.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.6% |
| 7D | -2.0% | -2.1% | +0.1% | -0.9% |
| 30D | -6.4% | -5.7% | -0.8% | -3.4% |
| 3M | -17.6% | -14.6% | -3.0% | -10.8% |
| 6M | -5.7% | +1.3% | -7.0% | -7.8% |
| YTD | -31.2% | +6.7% | -37.9% | -35.0% |
| 1Y | -48.1% | +26.4% | -74.5% | -55.5% |
| 3Y | -25.6% | +64.7% | -90.3% | -44.6% |
| 5Y | -62.0% | +153.1% | -215.1% | -76.0% |
| All | +141.9% | +148.5% | -6.6% | +53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling