+152.4%
DKNG vs NTRS
+134.3%
+18.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.3% | +3.8% |
| 7D | +3.0% | +1.4% | +1.7% | +2.3% |
| 30D | -3.0% | -0.7% | -2.4% | -2.7% |
| 3M | -17.6% | +11.3% | -28.9% | -22.4% |
| 6M | -3.2% | +35.5% | -38.8% | -18.2% |
| YTD | -28.2% | +40.6% | -68.8% | -40.5% |
| 1Y | -46.1% | +49.2% | -95.3% | -56.7% |
| 3Y | -22.2% | +167.2% | -189.4% | -54.9% |
| 5Y | -60.4% | +94.9% | -155.3% | -73.3% |
| All | +152.4% | +134.3% | +18.1% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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