+152.4%
DKNG vs ROL
+69.4%
+83.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.9% | +4.1% |
| 7D | +3.0% | -3.2% | +6.2% | +4.5% |
| 30D | -3.0% | -4.9% | +1.9% | -0.8% |
| 3M | -17.6% | -25.8% | +8.2% | -5.8% |
| 6M | -3.2% | -37.6% | +34.3% | +18.9% |
| YTD | -28.2% | -41.5% | +13.3% | -9.5% |
| 1Y | -46.1% | -39.5% | -6.6% | -33.5% |
| 3Y | -22.2% | +0.1% | -22.3% | -28.1% |
| 5Y | -60.4% | -4.6% | -55.8% | -63.6% |
| All | +152.4% | +69.4% | +83.1% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling