+152.4%
DKNG vs NTAP
+307.6%
-155.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +8.5% | -4.2% | +0.9% |
| 7D | +3.0% | +7.4% | -4.3% | +0.1% |
| 30D | -3.0% | -1.4% | -1.6% | -2.9% |
| 3M | -17.6% | +24.6% | -42.2% | -25.4% |
| 6M | -3.2% | +105.9% | -109.1% | -31.5% |
| YTD | -28.2% | +88.5% | -116.7% | -47.5% |
| 1Y | -46.1% | +62.1% | -108.2% | -57.8% |
| 3Y | -22.2% | +169.1% | -191.2% | -53.8% |
| 5Y | -60.4% | +141.9% | -202.3% | -76.1% |
| All | +152.4% | +307.6% | -155.1% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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