+95.1%
DKNG vs RF
+140.7%
-45.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.2% | -2.4% |
| 7D | -18.7% | +0.4% | -19.1% | -18.8% |
| 30D | -3.0% | +5.6% | -8.6% | -5.4% |
| 3M | -25.0% | -8.9% | -16.2% | -21.7% |
| 6M | -22.3% | +7.1% | -29.4% | -25.1% |
| YTD | -44.5% | +8.3% | -52.8% | -47.1% |
| 1Y | -39.3% | +16.8% | -56.1% | -44.1% |
| 3Y | -45.4% | +115.0% | -160.4% | -62.9% |
| 5Y | -52.8% | +46.4% | -99.2% | -61.9% |
| All | +95.1% | +140.7% | -45.6% | +19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling