+132.1%
CVX vs DKNG
+141.9%
-9.8%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +0.7% | -2.0% | +2.7% | +0.9% |
| 30D | +9.1% | -6.4% | +15.6% | +9.6% |
| 3M | +13.1% | -17.6% | +30.7% | +14.6% |
| 6M | +16.3% | -5.7% | +21.9% | +16.1% |
| YTD | +43.5% | -31.2% | +74.7% | +47.1% |
| 1Y | +40.2% | -48.1% | +88.2% | +47.0% |
| 3Y | +44.2% | -25.6% | +69.8% | +43.1% |
| 5Y | +170.6% | -62.0% | +232.7% | +185.9% |
| All | +132.1% | +141.9% | -9.8% | +33.1% |
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