+141.9%
DKNG vs ROST
+131.8%
+10.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -2.0% | -2.5% | +0.5% | -0.8% |
| 30D | -6.4% | -10.3% | +3.9% | -1.3% |
| 3M | -17.6% | -2.6% | -15.1% | -16.8% |
| 6M | -5.7% | +6.5% | -12.2% | -9.7% |
| YTD | -31.2% | +25.9% | -57.1% | -39.7% |
| 1Y | -48.1% | +52.3% | -100.4% | -58.8% |
| 3Y | -25.6% | +94.6% | -120.1% | -48.4% |
| 5Y | -62.0% | +111.1% | -173.1% | -75.6% |
| All | +141.9% | +131.8% | +10.2% | +48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling