+141.4%
DKNG vs DXCM
+120.7%
+20.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -2.3% | -6.5% | +4.2% | +0.1% |
| 30D | -2.5% | -4.3% | +1.8% | -1.0% |
| 3M | -14.2% | +7.3% | -21.5% | -16.7% |
| 6M | -6.0% | +22.0% | -28.0% | -13.6% |
| YTD | -31.3% | +26.4% | -57.7% | -38.2% |
| 1Y | -48.5% | +7.0% | -55.5% | -51.3% |
| 3Y | -25.7% | -19.6% | -6.1% | -30.6% |
| 5Y | -62.8% | -39.3% | -23.5% | -62.9% |
| All | +141.4% | +120.7% | +20.7% | +93.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling