+145.0%
BAC vs DKNG
+143.6%
+1.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | +1.2% | +1.8% | -0.7% | +0.9% |
| 30D | -0.7% | -0.7% | -0.1% | -0.8% |
| 3M | +16.9% | -3.7% | +20.6% | +16.7% |
| 6M | +29.6% | -5.1% | +34.7% | +29.0% |
| YTD | +15.3% | -30.7% | +46.0% | +20.0% |
| 1Y | +28.8% | -48.5% | +77.3% | +39.9% |
| 3Y | +136.4% | -25.1% | +161.4% | +135.7% |
| 5Y | +72.9% | -62.3% | +135.3% | +79.7% |
| All | +145.0% | +143.6% | +1.4% | +50.1% |
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 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