-26.2%
CMCSA vs DKNG
+141.9%
-168.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.1% | +2.3% |
| 7D | -5.6% | -2.0% | -3.6% | -5.3% |
| 30D | -1.9% | -6.4% | +4.6% | -1.2% |
| 3M | +6.4% | -17.6% | +24.1% | +8.5% |
| 6M | -16.9% | -5.7% | -11.2% | -17.0% |
| YTD | -6.8% | -31.2% | +24.4% | -3.7% |
| 1Y | -15.9% | -48.1% | +32.2% | -10.5% |
| 3Y | -33.4% | -25.6% | -7.9% | -34.0% |
| 5Y | -46.7% | -62.0% | +15.3% | -46.1% |
| All | -26.2% | +141.9% | -168.2% | -52.7% |
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 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