-24.5%
DKNG vs ADVB
-50.5%
+26.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -23.6% | +22.4% | -2.5% |
| 7D | +2.1% | +27.8% | -25.7% | +4.3% |
| 30D | -0.1% | -50.8% | +50.7% | -2.3% |
| 3M | -25.7% | -70.5% | +44.8% | -29.1% |
| 6M | -24.5% | -46.7% | +22.2% | -20.0% |
| All | -24.5% | -50.5% | +26.0% | -20.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling