-40.7%
DKNG vs MULL
+2,337.2%
-2,377.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.4% |
| 7D | +3.0% | -8.4% | +11.5% | +3.3% |
| 30D | -3.0% | +9.7% | -12.7% | -3.3% |
| 3M | -17.6% | -26.8% | +9.2% | -18.3% |
| 6M | -3.2% | +220.7% | -223.9% | -15.7% |
| YTD | -28.2% | +509.0% | -537.2% | -41.8% |
| 1Y | -46.1% | +1,739.5% | -1,785.6% | -62.5% |
| All | -40.7% | +2,337.2% | -2,377.8% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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