+143.6%
DKNG vs PRU
+67.9%
+75.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +0.5% |
| 7D | +1.8% | +1.9% | -0.1% | +0.9% |
| 30D | -0.7% | -0.4% | -0.2% | -0.5% |
| 3M | -3.7% | +16.4% | -20.1% | -10.6% |
| 6M | -5.1% | +26.0% | -31.1% | -15.7% |
| YTD | -30.7% | +9.9% | -40.6% | -34.3% |
| 1Y | -48.5% | +18.8% | -67.2% | -53.0% |
| 3Y | -25.1% | +45.3% | -70.4% | -38.3% |
| 5Y | -62.3% | +45.6% | -107.9% | -68.8% |
| All | +143.6% | +67.9% | +75.7% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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