-19.2%
DKNG vs STRL
-30.1%
+10.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -21.5% | +26.8% | +4.0% |
| 7D | +13.8% | -27.1% | +40.9% | +12.0% |
| 30D | +17.9% | -45.8% | +63.7% | +14.4% |
| 3M | -2.1% | -47.6% | +45.5% | -5.0% |
| 6M | -2.0% | -46.4% | +44.5% | -8.0% |
| YTD | -32.9% | -7.4% | -25.6% | -38.1% |
| 1Y | -19.2% | -25.9% | +6.6% | -25.2% |
| All | -19.2% | -30.1% | +10.9% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling