+1,333.2%
AVGO vs DKNG
+152.4%
+1,180.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | -0.5% |
| 7D | +1.1% | +3.0% | -1.9% | +0.5% |
| 30D | -13.0% | -3.0% | -10.0% | -12.7% |
| 3M | -6.0% | -17.6% | +11.6% | -3.2% |
| 6M | +6.4% | -3.2% | +9.6% | +5.1% |
| YTD | +5.0% | -28.2% | +33.2% | +9.6% |
| 1Y | +1.4% | -46.1% | +47.5% | +11.5% |
| 3Y | +336.8% | -22.2% | +359.0% | +338.3% |
| 5Y | +698.2% | -60.4% | +758.6% | +721.2% |
| All | +1,333.2% | +152.4% | +1,180.8% | +757.2% |
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