+143.6%
DKNG vs STRL
+3,885.7%
-3,742.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.8% | -1.2% |
| 7D | +1.8% | +10.1% | -8.3% | -0.1% |
| 30D | -0.7% | -8.2% | +7.5% | +0.6% |
| 3M | -3.7% | -43.7% | +40.0% | +5.0% |
| 6M | -5.1% | +27.1% | -32.2% | -19.8% |
| YTD | -30.7% | +64.0% | -94.7% | -46.1% |
| 1Y | -48.5% | +75.2% | -123.6% | -61.7% |
| 3Y | -25.1% | +539.9% | -565.0% | -64.7% |
| 5Y | -62.3% | +2,133.0% | -2,195.3% | -87.9% |
| All | +143.6% | +3,885.7% | -3,742.1% | -37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling