-25.4%
DKNG vs TPR
+286.9%
-312.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.3% |
| 7D | -2.0% | -5.1% | +3.1% | -0.6% |
| 30D | -6.4% | -27.6% | +21.1% | +1.4% |
| 3M | -17.6% | -17.5% | -0.2% | -14.3% |
| 6M | -5.7% | -21.3% | +15.6% | -1.6% |
| YTD | -31.2% | -8.5% | -22.7% | -32.5% |
| 1Y | -48.1% | +11.5% | -59.5% | -53.1% |
| All | -25.4% | +286.9% | -312.3% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 3y: compounded portfolio wealth divided by compounded TPR 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…
3y analysis · Full analysis span regression · 6 months rolling