+152.4%
DKNG vs STRL
+3,955.9%
-3,803.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.4% | -1.1% | +3.3% |
| 7D | +3.0% | +5.0% | -2.0% | +2.1% |
| 30D | -3.0% | -6.9% | +3.9% | -2.0% |
| 3M | -17.6% | -39.1% | +21.5% | -11.3% |
| 6M | -3.2% | +21.5% | -24.7% | -17.1% |
| YTD | -28.2% | +66.9% | -95.1% | -44.3% |
| 1Y | -46.1% | +61.6% | -107.7% | -58.8% |
| 3Y | -22.2% | +560.0% | -582.2% | -63.6% |
| 5Y | -60.4% | +2,238.9% | -2,299.2% | -87.4% |
| All | +152.4% | +3,955.9% | -3,803.4% | -35.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling