+294.2%
APP vs DKNG
-63.1%
+357.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.8% |
| 7D | -4.4% | -2.3% | -2.1% | -3.3% |
| 30D | -10.0% | -2.5% | -7.5% | -9.5% |
| 3M | -41.4% | -14.2% | -27.2% | -38.1% |
| 6M | -41.0% | -6.0% | -35.1% | -41.9% |
| YTD | -54.7% | -31.3% | -23.4% | -48.0% |
| 1Y | -45.3% | -48.5% | +3.1% | -28.9% |
| 3Y | +624.3% | -25.7% | +650.0% | +657.2% |
| All | +294.2% | -63.1% | +357.3% | +267.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling