+152.4%
DKNG vs PR
+337.5%
-185.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.3% |
| 7D | +3.0% | +1.8% | +1.2% | +2.9% |
| 30D | -3.0% | +10.9% | -13.9% | -3.9% |
| 3M | -17.6% | +24.5% | -42.1% | -19.3% |
| 6M | -3.2% | +25.0% | -28.2% | -5.5% |
| YTD | -28.2% | +72.4% | -100.6% | -31.9% |
| 1Y | -46.1% | +77.2% | -123.3% | -49.0% |
| 3Y | -22.2% | +90.5% | -112.7% | -27.3% |
| 5Y | -60.4% | +423.5% | -483.9% | -65.3% |
| All | +152.4% | +337.5% | -185.1% | +119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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