+120.9%
AZN vs DKNG
+152.4%
-31.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | +0.1% |
| 7D | -1.6% | +3.0% | -4.6% | -1.7% |
| 30D | +1.1% | -3.0% | +4.1% | +1.2% |
| 3M | -12.1% | -17.6% | +5.5% | -11.3% |
| 6M | -17.1% | -3.2% | -13.9% | -17.3% |
| YTD | -12.0% | -28.2% | +16.2% | -10.7% |
| 1Y | -0.2% | -46.1% | +45.8% | +2.9% |
| 3Y | +26.8% | -22.2% | +49.0% | +25.2% |
| 5Y | +56.9% | -60.4% | +117.3% | +56.7% |
| All | +120.9% | +152.4% | -31.5% | +66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling