+199.6%
ARM vs DKNG
-39.1%
+238.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.4% | -4.3% |
| 7D | +9.1% | +2.1% | +7.1% | +8.6% |
| 30D | -19.9% | -0.1% | -19.9% | -21.7% |
| 3M | -31.6% | -25.7% | -5.9% | -27.8% |
| 6M | -13.9% | -24.5% | +10.7% | -11.6% |
| YTD | +74.3% | -45.2% | +119.5% | +100.4% |
| 1Y | +35.8% | -36.4% | +72.2% | +44.6% |
| 3Y | +268.6% | -46.9% | +315.5% | +297.8% |
| All | +199.6% | -39.1% | +238.7% | +206.5% |
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 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