+92.8%
DKNG vs RF
+143.7%
-50.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.8% |
| 7D | +2.1% | +1.9% | +0.1% | +1.1% |
| 30D | -0.1% | +7.3% | -7.4% | -3.2% |
| 3M | -25.7% | -7.9% | -17.8% | -22.8% |
| 6M | -24.5% | +10.5% | -35.0% | -28.3% |
| YTD | -45.2% | +9.6% | -54.8% | -48.0% |
| 1Y | -36.4% | +20.3% | -56.7% | -42.3% |
| 3Y | -46.9% | +119.5% | -166.4% | -64.3% |
| 5Y | -53.4% | +48.2% | -101.6% | -62.6% |
| All | +92.8% | +143.7% | -50.9% | +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 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