-62.8%
DKNG vs RF
+88.8%
-151.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.5% |
| 7D | -2.3% | -0.1% | -2.1% | -2.2% |
| 30D | -2.5% | -4.0% | +1.5% | -0.1% |
| 3M | -14.2% | +5.6% | -19.8% | -17.6% |
| 6M | -6.0% | +13.1% | -19.0% | -14.4% |
| YTD | -31.3% | +13.6% | -44.9% | -37.9% |
| 1Y | -48.5% | +16.0% | -64.4% | -54.1% |
| 3Y | -25.7% | +90.2% | -115.9% | -55.6% |
| 5Y | -62.8% | +87.0% | -149.8% | -76.9% |
| All | -62.8% | +88.8% | -151.6% | -76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling