+256.8%
COST vs DKNG
+152.4%
+104.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.1% | -0.1% |
| 7D | -1.2% | +3.0% | -4.2% | -1.5% |
| 30D | -4.7% | -3.0% | -1.7% | -4.5% |
| 3M | -7.1% | -17.6% | +10.5% | -5.7% |
| 6M | -8.5% | -3.2% | -5.3% | -8.8% |
| YTD | +5.4% | -28.2% | +33.6% | +7.8% |
| 1Y | -5.6% | -46.1% | +40.4% | -1.1% |
| 3Y | +68.5% | -22.2% | +90.7% | +67.4% |
| 5Y | +105.2% | -60.4% | +165.6% | +104.1% |
| All | +256.8% | +152.4% | +104.4% | +165.6% |
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