-59.1%
DKNG vs ROK
+47.1%
-106.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.7% | +3.4% |
| 7D | +3.0% | -1.2% | +4.3% | +3.8% |
| 30D | -3.0% | -4.8% | +1.8% | -0.2% |
| 3M | -17.6% | -6.1% | -11.5% | -15.7% |
| 6M | -3.2% | +15.5% | -18.7% | -13.9% |
| YTD | -28.2% | +11.2% | -39.4% | -35.2% |
| 1Y | -46.1% | +23.8% | -69.9% | -54.7% |
| 3Y | -22.2% | +53.1% | -75.3% | -46.2% |
| All | -59.1% | +47.1% | -106.2% | -75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling