+152.4%
DKNG vs RIO
+208.9%
-56.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.8% | +4.1% |
| 7D | +3.0% | -3.2% | +6.2% | +4.2% |
| 30D | -3.0% | +0.9% | -3.9% | -3.4% |
| 3M | -17.6% | -1.4% | -16.2% | -17.5% |
| 6M | -3.2% | +10.9% | -14.2% | -8.3% |
| YTD | -28.2% | +31.2% | -59.4% | -36.6% |
| 1Y | -46.1% | +67.9% | -114.0% | -56.9% |
| 3Y | -22.2% | +88.8% | -111.0% | -41.6% |
| 5Y | -60.4% | +93.1% | -153.5% | -71.2% |
| All | +152.4% | +208.9% | -56.5% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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