-55.4%
APP vs DKNG
-21.6%
-33.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.4% | +5.3% | +9.2% |
| 7D | +4.5% | +13.8% | -9.3% | +1.1% |
| 30D | -3.6% | +17.9% | -21.5% | -7.7% |
| 3M | -35.3% | -2.1% | -33.1% | -35.6% |
| 6M | -42.8% | -2.0% | -40.8% | -44.4% |
| YTD | -59.7% | -32.9% | -26.7% | -57.1% |
| 1Y | -55.4% | -19.2% | -36.1% | -53.4% |
| All | -55.4% | -21.6% | -33.8% | -53.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling