-22.2%
DKNG vs RJF
+69.0%
-91.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.4% | +4.4% |
| 7D | +3.0% | -2.7% | +5.7% | +4.8% |
| 30D | -3.0% | -4.3% | +1.2% | -0.4% |
| 3M | -17.6% | +15.7% | -33.3% | -25.4% |
| 6M | -3.2% | +17.8% | -21.1% | -14.1% |
| YTD | -28.2% | +9.2% | -37.4% | -33.3% |
| 1Y | -46.1% | +2.8% | -48.8% | -47.5% |
| 3Y | -22.2% | +69.5% | -91.6% | -46.9% |
| All | -22.2% | +69.0% | -91.2% | -46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling