+176.4%
AXP vs DKNG
+141.9%
+34.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.4% |
| 7D | -2.8% | -2.0% | -0.8% | -2.4% |
| 30D | -5.9% | -6.4% | +0.5% | -4.9% |
| 3M | +2.6% | -17.6% | +20.3% | +5.6% |
| 6M | +6.4% | -5.7% | +12.1% | +6.0% |
| YTD | -12.6% | -31.2% | +18.6% | -8.0% |
| 1Y | +0.2% | -48.1% | +48.3% | +10.7% |
| 3Y | +110.9% | -25.6% | +136.5% | +111.5% |
| 5Y | +114.7% | -62.0% | +176.8% | +124.8% |
| All | +176.4% | +141.9% | +34.4% | +45.5% |
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