-0.7%
DKNG vs TLN
+574.4%
-575.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +4.0% | +4.3% |
| 7D | +3.0% | -1.3% | +4.4% | +3.3% |
| 30D | -3.0% | -14.3% | +11.3% | -0.2% |
| 3M | -17.6% | -9.3% | -8.3% | -16.9% |
| 6M | -3.2% | -1.1% | -2.1% | -5.9% |
| YTD | -28.2% | -16.6% | -11.6% | -27.7% |
| 1Y | -46.1% | -22.0% | -24.1% | -45.1% |
| 3Y | -22.2% | +470.2% | -492.3% | -61.5% |
| All | -0.7% | +574.4% | -575.1% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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