+33.5%
ABT vs DKNG
+141.9%
-108.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | -5.0% | -2.0% | -3.0% | -4.8% |
| 30D | -5.8% | -6.4% | +0.6% | -5.3% |
| 3M | +16.7% | -17.6% | +34.4% | +18.5% |
| 6M | -5.2% | -5.7% | +0.4% | -5.2% |
| YTD | -16.0% | -31.2% | +15.2% | -13.8% |
| 1Y | -18.3% | -48.1% | +29.8% | -14.2% |
| 3Y | +9.2% | -25.6% | +34.8% | +8.2% |
| 5Y | -11.6% | -62.0% | +50.5% | -12.0% |
| All | +33.5% | +141.9% | -108.4% | -12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling