-62.5%
DKNG vs PR
+429.8%
-492.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.9% |
| 7D | +1.8% | -0.6% | +2.4% | +2.0% |
| 30D | -0.7% | +17.4% | -18.0% | -5.1% |
| 3M | -3.7% | +21.8% | -25.4% | -9.4% |
| 6M | -5.1% | +27.6% | -32.7% | -12.6% |
| YTD | -30.7% | +71.4% | -102.2% | -41.9% |
| 1Y | -48.5% | +78.3% | -126.8% | -57.4% |
| 3Y | -25.1% | +85.5% | -110.5% | -40.5% |
| All | -62.5% | +429.8% | -492.3% | -78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling