+152.4%
DKNG vs ROST
+137.2%
+15.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.3% | +2.0% | +3.2% |
| 7D | +3.0% | +0.2% | +2.8% | +3.0% |
| 30D | -3.0% | -6.9% | +3.9% | +0.4% |
| 3M | -17.6% | -3.3% | -14.3% | -16.5% |
| 6M | -3.2% | +9.0% | -12.3% | -8.4% |
| YTD | -28.2% | +28.9% | -57.1% | -37.8% |
| 1Y | -46.1% | +54.0% | -100.0% | -57.4% |
| 3Y | -22.2% | +100.7% | -122.9% | -46.8% |
| 5Y | -60.4% | +116.0% | -176.4% | -74.8% |
| All | +152.4% | +137.2% | +15.3% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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