+152.4%
DKNG vs TROW
+25.1%
+127.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +5.2% |
| 7D | +3.0% | -3.2% | +6.2% | +5.6% |
| 30D | -3.0% | -4.6% | +1.6% | +0.5% |
| 3M | -17.6% | -0.7% | -16.9% | -17.7% |
| 6M | -3.2% | +22.2% | -25.5% | -18.0% |
| YTD | -28.2% | +6.6% | -34.8% | -32.7% |
| 1Y | -46.1% | +5.8% | -51.9% | -49.2% |
| 3Y | -22.2% | +11.6% | -33.8% | -31.6% |
| 5Y | -60.4% | -38.9% | -21.5% | -48.0% |
| All | +152.4% | +25.1% | +127.3% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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