+198.3%
COP vs DKNG
+152.4%
+45.9%
-65.7%
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% | -0.3% |
| 7D | +2.3% | +3.0% | -0.7% | +1.9% |
| 30D | +8.6% | -3.0% | +11.6% | +8.9% |
| 3M | +19.9% | -17.6% | +37.4% | +22.0% |
| 6M | +19.0% | -3.2% | +22.3% | +18.4% |
| YTD | +50.0% | -28.2% | +78.2% | +54.1% |
| 1Y | +50.5% | -46.1% | +96.6% | +59.5% |
| 3Y | +25.2% | -22.2% | +47.4% | +23.4% |
| 5Y | +194.3% | -60.4% | +254.7% | +214.5% |
| All | +198.3% | +152.4% | +45.9% | +55.9% |
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