-41.0%
DKNG vs ADVB
-89.4%
+48.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.3% | +4.5% | -1.0% |
| 7D | -2.3% | -13.0% | +10.7% | -2.6% |
| 30D | -2.5% | +7.5% | -10.0% | -2.3% |
| 3M | -14.2% | +129.1% | -143.4% | -12.6% |
| 6M | -6.0% | +71.7% | -77.7% | -4.3% |
| YTD | -31.3% | +45.5% | -76.9% | -30.0% |
| 1Y | -48.5% | -2.7% | -45.7% | -47.6% |
| All | -41.0% | -89.4% | +48.4% | -27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling