-22.8%
DIS vs DKNG
+152.4%
-175.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.7% | -0.1% |
| 7D | +1.2% | +3.0% | -1.9% | +0.6% |
| 30D | +3.2% | -3.0% | +6.2% | +3.7% |
| 3M | +7.0% | -17.6% | +24.6% | +10.2% |
| 6M | +6.4% | -3.2% | +9.7% | +5.8% |
| YTD | -5.6% | -28.2% | +22.6% | -1.4% |
| 1Y | -7.7% | -46.1% | +38.4% | +1.0% |
| 3Y | +33.2% | -22.2% | +55.4% | +32.0% |
| 5Y | -40.3% | -60.4% | +20.1% | -41.0% |
| All | -22.8% | +152.4% | -175.3% | -49.8% |
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