+141.4%
DKNG vs RL
+249.3%
-107.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.5% | +0.5% |
| 7D | -2.3% | -0.3% | -2.0% | -2.2% |
| 30D | -2.5% | -17.5% | +15.0% | +5.5% |
| 3M | -14.2% | -14.0% | -0.3% | -9.3% |
| 6M | -6.0% | -2.0% | -4.0% | -7.2% |
| YTD | -31.3% | -4.6% | -26.7% | -31.7% |
| 1Y | -48.5% | +9.5% | -58.0% | -51.9% |
| 3Y | -25.7% | +200.5% | -226.2% | -57.0% |
| 5Y | -62.8% | +226.3% | -289.1% | -79.3% |
| All | +141.4% | +249.3% | -107.9% | +30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling