-38.3%
DKNG vs ADVB
-89.8%
+51.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -7.5% | +11.8% | +4.2% |
| 7D | +3.0% | -12.3% | +15.3% | +2.7% |
| 30D | -3.0% | +7.8% | -10.8% | -2.8% |
| 3M | -17.6% | +104.2% | -121.8% | -16.0% |
| 6M | -3.2% | +58.1% | -61.4% | -1.6% |
| YTD | -28.2% | +40.2% | -68.4% | -26.8% |
| 1Y | -46.1% | -16.1% | -30.0% | -44.8% |
| All | -38.3% | -89.8% | +51.5% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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