-59.1%
DKNG vs STRL
+2,151.3%
-2,210.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.1% |
| 6M | -3.2% | +21.5% | -24.7% | -19.4% |
| YTD | -28.2% | +66.9% | -95.1% | -47.0% |
| 1Y | -46.1% | +61.6% | -107.7% | -61.1% |
| 3Y | -22.2% | +560.0% | -582.2% | -72.5% |
| All | -59.1% | +2,151.3% | -2,210.4% | -93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling