+146.2%
BAC vs DKNG
+152.4%
-6.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | -0.4% |
| 7D | 0.0% | +3.0% | -3.0% | -0.4% |
| 30D | -2.8% | -3.0% | +0.2% | -2.5% |
| 3M | +14.2% | -17.6% | +31.8% | +16.9% |
| 6M | +30.5% | -3.2% | +33.8% | +29.6% |
| YTD | +15.8% | -28.2% | +44.0% | +20.0% |
| 1Y | +26.2% | -46.1% | +72.2% | +36.0% |
| 3Y | +136.5% | -22.2% | +158.7% | +134.5% |
| 5Y | +75.9% | -60.4% | +136.3% | +81.4% |
| All | +146.2% | +152.4% | -6.3% | +50.0% |
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