+426.9%
CVNA vs DKNG
+152.4%
+274.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.3% | -5.9% | -4.6% |
| 7D | -7.3% | +3.0% | -10.3% | -9.4% |
| 30D | -4.6% | -3.0% | -1.6% | -2.9% |
| 3M | +2.0% | -17.6% | +19.6% | +13.6% |
| 6M | +11.7% | -3.2% | +15.0% | +7.1% |
| YTD | -18.1% | -28.2% | +10.1% | -4.7% |
| 1Y | -2.4% | -46.1% | +43.7% | +36.3% |
| 3Y | +580.6% | -22.2% | +602.8% | +565.8% |
| 5Y | +4.9% | -60.4% | +65.3% | +26.2% |
| All | +426.9% | +152.4% | +274.4% | +168.1% |
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