+113.5%
CSCO vs DKNG
-23.0%
+136.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.3% | 0.0% | +4.0% |
| 7D | +2.7% | +3.0% | -0.4% | +2.4% |
| 30D | -9.5% | -3.0% | -6.5% | -9.3% |
| 3M | -7.6% | -17.6% | +10.0% | -6.0% |
| 6M | +44.9% | -3.2% | +48.1% | +44.4% |
| YTD | +47.7% | -28.2% | +75.9% | +51.8% |
| 1Y | +69.1% | -46.1% | +115.1% | +79.6% |
| 3Y | +113.5% | -22.2% | +135.7% | +111.6% |
| All | +113.5% | -23.0% | +136.5% | +111.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling