+141.9%
DKNG vs NTAP
+275.5%
-133.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.5% |
| 7D | -2.0% | -1.0% | -1.0% | -1.6% |
| 30D | -6.4% | -7.5% | +1.1% | -3.8% |
| 3M | -17.6% | +14.6% | -32.3% | -23.0% |
| 6M | -5.7% | +91.0% | -96.7% | -31.2% |
| YTD | -31.2% | +73.7% | -104.9% | -48.0% |
| 1Y | -48.1% | +51.2% | -99.3% | -58.2% |
| 3Y | -25.6% | +146.1% | -171.7% | -54.2% |
| 5Y | -62.0% | +122.8% | -184.9% | -76.3% |
| All | +141.9% | +275.5% | -133.6% | +17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling