+141.4%
DKNG vs TAP
-16.7%
+158.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | -2.3% | -5.1% | +2.8% | -0.8% |
| 30D | -2.5% | -8.4% | +5.9% | 0.0% |
| 3M | -14.2% | -3.9% | -10.3% | -13.2% |
| 6M | -6.0% | -14.4% | +8.4% | -1.9% |
| YTD | -31.3% | -14.7% | -16.6% | -28.5% |
| 1Y | -48.5% | -18.7% | -29.8% | -45.7% |
| 3Y | -25.7% | -32.6% | +6.9% | -18.5% |
| 5Y | -62.8% | -1.4% | -61.4% | -63.9% |
| All | +141.4% | -16.7% | +158.1% | +121.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling