+152.4%
DKNG vs REPL
-3.9%
+156.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.4% | +6.8% | +4.5% |
| 7D | +3.0% | -14.1% | +17.1% | +3.9% |
| 30D | -3.0% | -15.2% | +12.2% | -2.2% |
| 3M | -17.6% | +49.9% | -67.5% | -22.1% |
| 6M | -3.2% | +63.5% | -66.8% | -15.3% |
| YTD | -28.2% | +32.9% | -61.1% | -36.3% |
| 1Y | -46.1% | +115.0% | -161.0% | -56.7% |
| 3Y | -22.2% | -34.7% | +12.5% | -41.8% |
| 5Y | -60.4% | -59.7% | -0.7% | -69.3% |
| All | +152.4% | -3.9% | +156.4% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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