-22.2%
DKNG vs ROP
-19.1%
-3.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.4% | +4.4% |
| 7D | +3.0% | -4.6% | +7.6% | +6.0% |
| 30D | -3.0% | -1.7% | -1.3% | -2.1% |
| 3M | -17.6% | +17.1% | -34.7% | -25.8% |
| 6M | -3.2% | +10.9% | -14.1% | -10.1% |
| YTD | -28.2% | -12.1% | -16.1% | -22.2% |
| 1Y | -46.1% | -24.2% | -21.8% | -34.6% |
| 3Y | -22.2% | -20.4% | -1.8% | -23.0% |
| All | -22.2% | -19.1% | -3.0% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 3y: compounded portfolio wealth divided by compounded ROP 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…
3y analysis · Full analysis span regression · 6 months rolling