+152.4%
DKNG vs ALNY
+226.9%
-74.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.9% | +4.2% |
| 7D | +3.0% | -6.5% | +9.6% | +5.2% |
| 30D | -3.0% | +11.0% | -14.1% | -6.3% |
| 3M | -17.6% | -14.1% | -3.5% | -15.6% |
| 6M | -3.2% | -22.4% | +19.1% | +1.7% |
| YTD | -28.2% | -37.5% | +9.3% | -19.3% |
| 1Y | -46.1% | -46.9% | +0.9% | -36.5% |
| 3Y | -22.2% | +22.1% | -44.2% | -37.6% |
| 5Y | -60.4% | +31.2% | -91.6% | -70.8% |
| All | +152.4% | +226.9% | -74.4% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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