+152.4%
DKNG vs RY
+230.2%
-77.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.4% | +4.4% |
| 7D | +3.0% | -2.2% | +5.3% | +5.0% |
| 30D | -3.0% | -3.6% | +0.5% | -0.2% |
| 3M | -17.6% | +3.9% | -21.5% | -20.9% |
| 6M | -3.2% | +26.4% | -29.6% | -21.8% |
| YTD | -28.2% | +22.3% | -50.5% | -40.4% |
| 1Y | -46.1% | +43.7% | -89.8% | -61.0% |
| 3Y | -22.2% | +154.0% | -176.1% | -66.5% |
| 5Y | -60.4% | +137.6% | -198.0% | -81.5% |
| All | +152.4% | +230.2% | -77.7% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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