+174.9%
AXP vs DKNG
+95.1%
+79.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.1% | -1.1% |
| 7D | -2.1% | -18.7% | +16.6% | +1.1% |
| 30D | +2.7% | -3.0% | +5.7% | +2.6% |
| 3M | -7.3% | -25.0% | +17.8% | -3.2% |
| 6M | +1.8% | -22.3% | +24.1% | +4.6% |
| YTD | -13.1% | -44.5% | +31.5% | -5.6% |
| 1Y | -13.7% | -39.3% | +25.6% | -8.0% |
| 3Y | +113.1% | -45.4% | +158.5% | +125.4% |
| 5Y | +85.9% | -52.8% | +138.7% | +84.5% |
| All | +174.9% | +95.1% | +79.8% | +49.2% |
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