+152.4%
DKNG vs VTR
+73.8%
+78.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.5% |
| 7D | +3.0% | -0.3% | +3.4% | +3.1% |
| 30D | -3.0% | +1.1% | -4.1% | -3.4% |
| 3M | -17.6% | +7.9% | -25.5% | -19.8% |
| 6M | -3.2% | +6.2% | -9.4% | -5.6% |
| YTD | -28.2% | +17.7% | -45.9% | -32.3% |
| 1Y | -46.1% | +32.9% | -79.0% | -51.2% |
| 3Y | -22.2% | +129.7% | -151.9% | -41.8% |
| 5Y | -60.4% | +89.3% | -149.7% | -68.8% |
| All | +152.4% | +73.8% | +78.7% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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