-49.3%
DKNG vs ROK
+29.3%
-78.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | -4.9% | +0.7% | -5.6% | -5.1% |
| 30D | +10.3% | -3.3% | +13.7% | +10.8% |
| 3M | -5.4% | -5.9% | +0.5% | -5.3% |
| 6M | -5.6% | +13.9% | -19.4% | -11.3% |
| YTD | -30.3% | +12.6% | -42.9% | -34.3% |
| 1Y | -49.3% | +28.6% | -77.9% | -56.3% |
| All | -49.3% | +29.3% | -78.7% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling