+143.6%
DKNG vs TPR
+358.6%
-215.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.2% | +0.7% |
| 7D | +1.8% | -3.4% | +5.2% | +3.0% |
| 30D | -0.7% | -27.3% | +26.6% | +9.6% |
| 3M | -3.7% | -16.2% | +12.6% | +1.0% |
| 6M | -5.1% | -17.9% | +12.8% | -1.2% |
| YTD | -30.7% | -7.1% | -23.6% | -31.5% |
| 1Y | -48.5% | +13.6% | -62.1% | -52.9% |
| 3Y | -25.1% | +293.7% | -318.8% | -57.8% |
| 5Y | -62.3% | +239.1% | -301.4% | -78.0% |
| All | +143.6% | +358.6% | -215.0% | +19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling