+152.4%
DKNG vs RMBS
+565.9%
-413.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.4% | +3.7% |
| 7D | +3.0% | +1.8% | +1.3% | +2.4% |
| 30D | -3.0% | -13.9% | +10.9% | +1.5% |
| 3M | -17.6% | -39.8% | +22.2% | -5.1% |
| 6M | -3.2% | -6.0% | +2.8% | -12.3% |
| YTD | -28.2% | -5.4% | -22.9% | -37.2% |
| 1Y | -46.1% | -1.8% | -44.2% | -55.2% |
| 3Y | -22.2% | +53.7% | -75.8% | -54.9% |
| 5Y | -60.4% | +268.5% | -328.9% | -86.8% |
| All | +152.4% | +565.9% | -413.5% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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