+145.7%
COF vs DKNG
+152.4%
-6.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.8% | -0.3% |
| 7D | -5.1% | +3.0% | -8.2% | -5.8% |
| 30D | -6.0% | -3.0% | -3.0% | -5.6% |
| 3M | +14.8% | -17.6% | +32.4% | +18.7% |
| 6M | +15.3% | -3.2% | +18.6% | +14.2% |
| YTD | -13.0% | -28.2% | +15.2% | -8.5% |
| 1Y | -5.7% | -46.1% | +40.4% | +4.9% |
| 3Y | +118.1% | -22.2% | +140.3% | +117.6% |
| 5Y | +46.2% | -60.4% | +106.6% | +53.6% |
| All | +145.7% | +152.4% | -6.8% | +30.0% |
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 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