-34.9%
BABA vs DKNG
+141.9%
-176.9%
-80.1%
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 | -2.9% | -2.0% | -0.9% | -2.5% |
| 30D | -15.1% | -6.4% | -8.7% | -14.1% |
| 3M | -5.0% | -17.6% | +12.6% | -1.8% |
| 6M | -19.9% | -5.7% | -14.3% | -20.3% |
| YTD | -25.3% | -31.2% | +5.9% | -20.6% |
| 1Y | -23.9% | -48.1% | +24.2% | -14.7% |
| 3Y | +28.1% | -25.6% | +53.7% | +26.2% |
| 5Y | -31.4% | -62.0% | +30.7% | -36.5% |
| All | -34.9% | +141.9% | -176.9% | -54.9% |
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