+133.1%
CSX vs DKNG
+141.9%
-8.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +0.1% | -2.0% | +2.1% | +0.3% |
| 30D | -1.5% | -6.4% | +4.9% | -0.9% |
| 3M | +6.0% | -17.6% | +23.6% | +7.9% |
| 6M | +20.6% | -5.7% | +26.3% | +20.3% |
| YTD | +36.5% | -31.2% | +67.7% | +40.9% |
| 1Y | +55.0% | -48.1% | +103.0% | +64.8% |
| 3Y | +70.8% | -25.6% | +96.3% | +70.1% |
| 5Y | +69.6% | -62.0% | +131.6% | +75.4% |
| All | +133.1% | +141.9% | -8.8% | +52.4% |
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