-25.6%
DKNG vs RF
+87.8%
-113.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.6% |
| 7D | -2.3% | -0.1% | -2.1% | -2.2% |
| 30D | -2.5% | -4.0% | +1.5% | -0.8% |
| 3M | -14.2% | +5.6% | -19.8% | -16.6% |
| 6M | -6.0% | +13.1% | -19.0% | -12.1% |
| YTD | -31.3% | +13.6% | -44.9% | -36.0% |
| 1Y | -48.5% | +16.0% | -64.4% | -52.6% |
| All | -25.6% | +87.8% | -113.4% | -47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling