-49.3%
DKNG vs RJF
+7.8%
-57.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.8% | 0.0% |
| 7D | -4.9% | -0.6% | -4.4% | -4.7% |
| 30D | +10.3% | -1.3% | +11.6% | +10.9% |
| 3M | -5.4% | +18.9% | -24.2% | -14.1% |
| 6M | -5.6% | +15.0% | -20.6% | -13.3% |
| YTD | -30.3% | +12.2% | -42.5% | -36.9% |
| 1Y | -49.3% | +5.6% | -55.0% | -50.8% |
| All | -49.3% | +7.8% | -57.2% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 1y: compounded portfolio wealth divided by compounded RJF 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…
1y analysis · Full analysis span regression · 6 months rolling