+316.4%
ARM vs DKNG
-20.2%
+336.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.3% | -0.2% | +2.8% |
| 7D | +5.0% | +3.0% | +2.0% | +4.1% |
| 30D | -2.6% | -3.0% | +0.4% | -2.1% |
| 3M | -22.6% | -17.6% | -5.0% | -18.7% |
| 6M | +120.5% | -3.2% | +123.7% | +114.4% |
| YTD | +142.2% | -28.2% | +170.4% | +164.9% |
| 1Y | +71.2% | -46.1% | +117.2% | +112.2% |
| All | +316.4% | -20.2% | +336.6% | +305.3% |
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 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