It's not a role they've flourished in over the last two postseasons.
The Caps entered the 2008 Stanley Cup Playoffs on a hot streak and as the darlings of the League with home-ice advantage against the Philadelphia Flyers as the surprising Southeast Division champs. Before they could blink they were behind in the series, 3-1.
Just when nobody thought they had a chance to advance, they clawed back and forced a Game 7. The same thing has happened this season, only nobody anticipated the Caps would have had any problems with the Rangers before the series began.
At least last season pundits were wondering if the Caps would run out of gas thanks to their feverish fight to the finish line in the regular season. This season, they were supposed to skate right through the Rangers.
"I think it's all part of the learning process and we have a young team that is trying to learn the game, especially in the playoffs," Viktor Kozlov said. "I think the guys understand the mistakes we made before and we cannot make them again."
There is something to be said for experience, but even Capitals coach Bruce Boudreau is wondering how his team will handle being the one that is expected to win.
"Evidentially we haven't handled it very well," Boudreau said. "We've got to just go out and play for our survival."
Taking Tuesday night's Game 7 (7 p.m. ET, VERSUS, TSN, RDS) for what it is -- an elimination game -- is the Caps' plan.
Saying and doing are two totally different things, though.
"To be the underdog, you can play loose and reckless and you don't have to worry about it," defenseman Brian Pothier said. "What makes the Detroit Red Wings such a phenomenal hockey team is that every year they are picked to win the Stanley Cup and they still perform. I think that's part of a maturing process that our team is going through.
"To play with those expectations is difficult, but I think we're learning how to do that and still stepping up when we need to."
Boudreau thinks last year's in-game experience against the Flyers won't really matter because for the Capitals to beat the Rangers for a third straight time they just have to keep doing what they are doing.
They've scored on nine of their last 34 shots against Rangers goalie Henrik Lundqvist, who had stopped 141 of 149 shots through the first four games.
Boudreau, though, said, "Maybe the experience means how they act (Monday), the demeanor coming to the rink, the demeanor in the dressing room? That's the experience."
He compared it to a situation that happened this past season in the NFL when the previously lowly Arizona Cardinals went to the Super Bowl for the first time against the Pittsburgh Steelers, a team that won the big game in 2006.
"It's not how they play on the field, it's their whole demeanor," Boudreau said. "We've been there before, so you just know how to act coming to the rink and what the situation is going to be like and what the pressure is going to be like."
The Rangers may be trying to flip it and say the Capitals have all the pressure on them now, but you couldn't sense any nerves or tension walking through Washington's dressing room on Monday afternoon and talking to players.
Calm, cool, collected and supremely confident would be the best way to describe them.
"We feel pretty good, especially knowing we were down 3-1 in the series and came back," Alex Ovechkin said. "We feel good, excited. Last game was the biggest game of the year and now this game is the biggest game of the year and everybody knows it."
Caps forward Matt Bradley believes maturity was playing a factor in the Caps' demeanor during Monday's optional practice.
"We feel pretty good, especially knowing we were down 3-1 in the series and came back. We feel good, excited. Last game was the biggest game of the year and now this game is the biggest game of the year and everybody knows it."
-- Alex Ovechkin
That means understanding how to play as the favorites, something the Capitals believe they've learned the hard way.
"The best way to describe it is we need to play with emotion, but not emotionally," Pothier said. "We need to have that desperation, that urgency and understand what is on the line, but not have it take us over where we are gripping sticks or overanalyzing or over-thinking. We just need to play, but with the urgency and the desperation."
Contact Dan Rosen at firstname.lastname@example.org