-40.4%
BABA vs DKNG
-38.9%
-1.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | -13.8% | +2.1% | -15.8% | -13.9% |
| 30D | -15.1% | -0.1% | -15.1% | -15.6% |
| 3M | -22.7% | -25.7% | +2.9% | -21.4% |
| 6M | -34.7% | -24.5% | -10.1% | -34.0% |
| YTD | -35.0% | -45.2% | +10.2% | -29.4% |
| 1Y | -40.4% | -36.4% | -4.0% | -33.1% |
| All | -40.4% | -38.9% | -1.6% | -33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling