-24.5%
DKNG vs RF
+9.0%
-33.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.5% |
| 7D | +2.1% | +1.9% | +0.1% | +1.5% |
| 30D | -0.1% | +7.3% | -7.4% | -1.6% |
| 3M | -25.7% | -7.9% | -17.8% | -27.9% |
| 6M | -24.5% | +10.5% | -35.0% | -17.7% |
| All | -24.5% | +9.0% | -33.5% | -17.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling