-59.1%
DKNG vs TAP
-0.1%
-59.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.1% | +3.9% |
| 7D | +3.0% | -3.9% | +6.9% | +4.3% |
| 30D | -3.0% | -5.3% | +2.2% | -1.3% |
| 3M | -17.6% | -3.8% | -13.8% | -16.5% |
| 6M | -3.2% | -11.4% | +8.1% | +0.1% |
| YTD | -28.2% | -13.7% | -14.5% | -25.3% |
| 1Y | -46.1% | -17.2% | -28.9% | -43.4% |
| 3Y | -22.2% | -33.1% | +10.9% | -13.9% |
| All | -59.1% | -0.1% | -59.0% | -61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling