-25.4%
DKNG vs REPL
-33.1%
+7.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.4% | +8.6% | +0.3% |
| 7D | -2.0% | -13.4% | +11.4% | -1.9% |
| 30D | -6.4% | -3.0% | -3.4% | -6.4% |
| 3M | -17.6% | +56.3% | -74.0% | -18.1% |
| 6M | -5.7% | +60.9% | -66.6% | -7.2% |
| YTD | -31.2% | +36.2% | -67.4% | -32.2% |
| 1Y | -48.1% | +121.0% | -169.1% | -49.8% |
| All | -25.4% | -33.1% | +7.7% | -29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling