+152.4%
DKNG vs RF
+154.4%
-2.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.1% |
| 7D | +3.0% | -1.0% | +4.0% | +3.5% |
| 30D | -3.0% | -3.7% | +0.7% | -1.4% |
| 3M | -17.6% | +5.3% | -22.9% | -19.8% |
| 6M | -3.2% | +17.2% | -20.5% | -11.0% |
| YTD | -28.2% | +14.5% | -42.7% | -33.3% |
| 1Y | -46.1% | +15.9% | -62.0% | -50.2% |
| 3Y | -22.2% | +91.2% | -113.4% | -44.4% |
| 5Y | -60.4% | +90.0% | -150.4% | -70.9% |
| All | +152.4% | +154.4% | -2.0% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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