+115.0%
CVS vs DKNG
+141.9%
-26.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -2.0% | -2.0% | 0.0% | -1.8% |
| 30D | +1.9% | -6.4% | +8.3% | +2.3% |
| 3M | -2.2% | -17.6% | +15.5% | -1.2% |
| 6M | +26.7% | -5.7% | +32.4% | +26.7% |
| YTD | +22.9% | -31.2% | +54.1% | +25.1% |
| 1Y | +32.9% | -48.1% | +81.0% | +37.5% |
| 3Y | +62.3% | -25.6% | +87.8% | +62.4% |
| 5Y | +34.2% | -62.0% | +96.3% | +38.4% |
| All | +115.0% | +141.9% | -26.9% | +61.3% |
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