+100.4%
DKNG vs PR
+313.4%
-212.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.3% | +1.2% |
| 7D | -15.0% | -0.5% | -14.5% | -15.0% |
| 30D | -0.1% | -4.6% | +4.5% | +0.1% |
| 3M | -22.5% | +4.7% | -27.2% | -23.0% |
| 6M | -19.9% | +12.4% | -32.3% | -21.0% |
| YTD | -43.0% | +62.9% | -105.9% | -45.8% |
| 1Y | -35.6% | +70.6% | -106.2% | -39.1% |
| 3Y | -43.9% | +90.0% | -133.9% | -47.6% |
| 5Y | -51.8% | +255.5% | -307.3% | -57.2% |
| All | +100.4% | +313.4% | -212.9% | +74.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling