-40.1%
BA vs DKNG
+141.9%
-182.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -2.7% | -2.0% | -0.7% | -2.3% |
| 30D | -12.2% | -6.4% | -5.8% | -11.1% |
| 3M | -2.0% | -17.6% | +15.6% | +1.4% |
| 6M | -6.0% | -5.7% | -0.3% | -6.3% |
| YTD | -5.7% | -31.2% | +25.5% | +0.1% |
| 1Y | -10.0% | -48.1% | +38.1% | +1.0% |
| 3Y | -3.1% | -25.6% | +22.5% | -3.8% |
| 5Y | -2.6% | -62.0% | +59.4% | +3.9% |
| All | -40.1% | +141.9% | -182.0% | -73.1% |
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