-48.3%
DKNG vs RF
+15.2%
-63.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -2.0% | -1.6% | -0.4% | -1.5% |
| 30D | -6.4% | -4.3% | -2.2% | -5.3% |
| 3M | -17.6% | +5.9% | -23.5% | -19.6% |
| 6M | -5.7% | +14.1% | -19.8% | -11.6% |
| YTD | -31.2% | +13.8% | -45.0% | -35.9% |
| All | -48.3% | +15.2% | -63.5% | -54.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling