+152.4%
DKNG vs TAP
-15.7%
+168.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.1% | +4.0% |
| 7D | +3.0% | -3.9% | +6.9% | +4.2% |
| 30D | -3.0% | -5.3% | +2.2% | -1.4% |
| 3M | -17.6% | -3.8% | -13.8% | -16.6% |
| 6M | -3.2% | -11.4% | +8.1% | 0.0% |
| YTD | -28.2% | -13.7% | -14.5% | -25.5% |
| 1Y | -46.1% | -17.2% | -28.9% | -43.5% |
| 3Y | -22.2% | -33.1% | +10.9% | -14.5% |
| 5Y | -60.4% | +0.8% | -61.2% | -61.7% |
| All | +152.4% | -15.7% | +168.2% | +130.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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