+152.4%
DKNG vs NTR
+91.8%
+60.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.5% |
| 7D | +3.0% | -1.3% | +4.3% | +3.4% |
| 30D | -3.0% | +16.8% | -19.8% | -7.9% |
| 3M | -17.6% | +20.7% | -38.3% | -22.9% |
| 6M | -3.2% | +0.5% | -3.8% | -4.4% |
| YTD | -28.2% | +29.2% | -57.4% | -35.2% |
| 1Y | -46.1% | +39.6% | -85.7% | -52.8% |
| 3Y | -22.2% | +37.9% | -60.1% | -33.3% |
| 5Y | -60.4% | +47.1% | -107.5% | -68.9% |
| All | +152.4% | +91.8% | +60.6% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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