+413.8%
ABBV vs DKNG
+152.4%
+261.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.5% | +0.7% |
| 7D | +0.3% | +3.0% | -2.8% | +0.2% |
| 30D | +3.4% | -3.0% | +6.4% | +3.4% |
| 3M | +15.2% | -17.6% | +32.8% | +15.8% |
| 6M | +14.7% | -3.2% | +17.9% | +14.5% |
| YTD | +15.2% | -28.2% | +43.4% | +16.1% |
| 1Y | +20.4% | -46.1% | +66.4% | +22.6% |
| 3Y | +91.3% | -22.2% | +113.5% | +89.4% |
| 5Y | +189.6% | -60.4% | +250.0% | +199.0% |
| All | +413.8% | +152.4% | +261.3% | +254.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DKNG.
Daily Out/Under-Performance
Portfolio return minus DKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKNG 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 10y: compounded portfolio wealth divided by compounded DKNG 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…
10y analysis · Full analysis span regression · 6 months rolling