+382.3%
APP vs DKNG
-60.3%
+442.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.0% |
| 7D | +0.3% | -2.0% | +2.3% | +1.3% |
| 30D | -1.3% | -6.4% | +5.1% | +1.4% |
| 3M | -36.2% | -17.6% | -18.6% | -31.2% |
| 6M | -34.1% | -5.7% | -28.4% | -35.1% |
| YTD | -53.3% | -31.2% | -22.1% | -46.5% |
| 1Y | -44.5% | -48.1% | +3.5% | -28.4% |
| 3Y | +646.7% | -25.6% | +672.2% | +680.8% |
| 5Y | +306.4% | -62.0% | +368.5% | +299.3% |
| All | +382.3% | -60.3% | +442.6% | +306.1% |
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