+141.4%
DKNG vs REPL
+7.4%
+134.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.8% |
| 7D | -2.3% | -9.6% | +7.3% | -1.7% |
| 30D | -2.5% | +5.7% | -8.2% | -2.9% |
| 3M | -14.2% | +56.4% | -70.6% | -19.1% |
| 6M | -6.0% | +67.4% | -73.4% | -17.5% |
| YTD | -31.3% | +48.7% | -80.0% | -39.5% |
| 1Y | -48.5% | +148.3% | -196.7% | -59.0% |
| 3Y | -25.7% | -26.7% | +1.0% | -44.9% |
| 5Y | -62.8% | -54.1% | -8.7% | -71.4% |
| All | +141.4% | +7.4% | +134.0% | +48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling