-62.0%
DKNG vs TPR
+222.6%
-284.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.7% |
| 7D | -2.0% | -5.1% | +3.1% | +0.4% |
| 30D | -6.4% | -27.6% | +21.1% | +7.7% |
| 3M | -17.6% | -17.5% | -0.2% | -11.6% |
| 6M | -5.7% | -21.3% | +15.6% | +1.5% |
| YTD | -31.2% | -8.5% | -22.7% | -32.7% |
| 1Y | -48.1% | +11.5% | -59.5% | -55.1% |
| 3Y | -25.6% | +288.0% | -313.6% | -73.4% |
| 5Y | -62.0% | +225.2% | -287.2% | -86.3% |
| All | -62.0% | +222.6% | -284.6% | -86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling