-25.4%
DKNG vs TAP
-33.1%
+7.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -2.0% | -5.3% | +3.3% | -0.4% |
| 30D | -6.4% | -7.4% | +0.9% | -4.3% |
| 3M | -17.6% | -4.9% | -12.7% | -16.3% |
| 6M | -5.7% | -14.2% | +8.5% | -2.1% |
| YTD | -31.2% | -14.8% | -16.4% | -28.6% |
| 1Y | -48.1% | -18.1% | -30.0% | -45.7% |
| All | -25.4% | -33.1% | +7.7% | -19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling