-22.2%
DKNG vs NTAP
+165.5%
-187.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +8.5% | -4.2% | +1.9% |
| 7D | +3.0% | +7.4% | -4.3% | +0.9% |
| 30D | -3.0% | -1.4% | -1.6% | -2.9% |
| 3M | -17.6% | +24.6% | -42.2% | -23.5% |
| 6M | -3.2% | +105.9% | -109.1% | -27.0% |
| YTD | -28.2% | +88.5% | -116.7% | -44.1% |
| 1Y | -46.1% | +62.1% | -108.2% | -55.4% |
| 3Y | -22.2% | +169.1% | -191.2% | -50.7% |
| All | -22.2% | +165.5% | -187.7% | -50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling