-25.4%
DKNG vs STRL
+513.3%
-538.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.4% |
| 7D | -2.0% | +5.4% | -7.4% | -2.6% |
| 30D | -6.4% | -9.0% | +2.6% | -5.6% |
| 3M | -17.6% | -37.1% | +19.4% | -14.2% |
| 6M | -5.7% | +17.8% | -23.5% | -17.5% |
| YTD | -31.2% | +58.3% | -89.5% | -44.8% |
| 1Y | -48.1% | +61.0% | -109.1% | -59.7% |
| All | -25.4% | +513.3% | -538.7% | -64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling