-5.1%
DKNG vs TLN
+589.3%
-594.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.5% |
| 7D | -2.3% | +5.8% | -8.1% | -3.4% |
| 30D | -2.5% | -6.9% | +4.3% | -1.2% |
| 3M | -14.2% | -10.9% | -3.4% | -13.3% |
| 6M | -6.0% | -4.6% | -1.4% | -7.6% |
| YTD | -31.3% | -14.7% | -16.6% | -31.1% |
| 1Y | -48.5% | -17.9% | -30.6% | -48.1% |
| 3Y | -25.7% | +483.9% | -509.6% | -63.5% |
| All | -5.1% | +589.3% | -594.4% | -53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling