-59.1%
DKNG vs RL
+232.4%
-291.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +3.9% |
| 7D | +3.0% | -3.4% | +6.5% | +5.1% |
| 30D | -3.0% | -14.4% | +11.4% | +6.0% |
| 3M | -17.6% | -13.6% | -4.0% | -11.2% |
| 6M | -3.2% | +0.6% | -3.8% | -7.0% |
| YTD | -28.2% | -3.6% | -24.6% | -29.6% |
| 1Y | -46.1% | +8.3% | -54.4% | -51.3% |
| 3Y | -22.2% | +204.8% | -227.0% | -69.9% |
| All | -59.1% | +232.4% | -291.5% | -85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling