+149.1%
C vs DKNG
+152.4%
-3.3%
-56.5%
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% | -0.6% |
| 7D | +0.8% | +3.0% | -2.2% | +0.2% |
| 30D | +0.9% | -3.0% | +3.9% | +1.3% |
| 3M | +1.1% | -17.6% | +18.6% | +3.9% |
| 6M | +28.4% | -3.2% | +31.6% | +27.3% |
| YTD | +20.8% | -28.2% | +49.0% | +26.2% |
| 1Y | +43.4% | -46.1% | +89.5% | +57.2% |
| 3Y | +274.9% | -22.2% | +297.1% | +272.7% |
| 5Y | +136.7% | -60.4% | +197.1% | +148.1% |
| All | +149.1% | +152.4% | -3.3% | +36.7% |
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