+152.4%
DKNG vs RL
+253.0%
-100.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +4.0% |
| 7D | +3.0% | -3.4% | +6.5% | +4.5% |
| 30D | -3.0% | -14.4% | +11.4% | +3.5% |
| 3M | -17.6% | -13.6% | -4.0% | -13.0% |
| 6M | -3.2% | +0.6% | -3.8% | -5.5% |
| YTD | -28.2% | -3.6% | -24.6% | -28.8% |
| 1Y | -46.1% | +8.3% | -54.4% | -49.4% |
| 3Y | -22.2% | +204.8% | -227.0% | -55.3% |
| 5Y | -60.4% | +232.9% | -293.3% | -78.0% |
| All | +152.4% | +253.0% | -100.5% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling