+152.4%
DKNG vs TNA
+5.7%
+146.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.3% | +3.9% |
| 7D | +3.0% | -7.3% | +10.3% | +6.0% |
| 30D | -3.0% | -14.2% | +11.2% | +2.8% |
| 3M | -17.6% | -4.6% | -13.0% | -16.8% |
| 6M | -3.2% | +36.9% | -40.2% | -17.6% |
| YTD | -28.2% | +42.5% | -70.8% | -40.5% |
| 1Y | -46.1% | +45.8% | -91.8% | -56.3% |
| 3Y | -22.2% | +104.7% | -126.8% | -51.8% |
| 5Y | -60.4% | -21.7% | -38.7% | -66.7% |
| All | +152.4% | +5.7% | +146.7% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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