+152.4%
DKNG vs DXCM
+118.5%
+34.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +5.0% |
| 7D | +3.0% | -5.5% | +8.6% | +5.1% |
| 30D | -3.0% | -8.6% | +5.5% | +0.1% |
| 3M | -17.6% | +10.3% | -27.9% | -20.7% |
| 6M | -3.2% | +25.2% | -28.5% | -11.9% |
| YTD | -28.2% | +25.1% | -53.3% | -35.2% |
| 1Y | -46.1% | +9.2% | -55.3% | -49.4% |
| 3Y | -22.2% | -22.6% | +0.4% | -26.0% |
| 5Y | -60.4% | -39.5% | -20.8% | -60.4% |
| All | +152.4% | +118.5% | +34.0% | +103.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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