+152.4%
DKNG vs IDXX
+77.6%
+74.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.5% |
| 7D | +3.0% | -5.7% | +8.8% | +6.4% |
| 30D | -3.0% | -11.5% | +8.5% | +3.6% |
| 3M | -17.6% | -9.5% | -8.1% | -13.3% |
| 6M | -3.2% | -16.0% | +12.7% | +5.3% |
| YTD | -28.2% | -25.4% | -2.8% | -17.0% |
| 1Y | -46.1% | -21.8% | -24.3% | -40.1% |
| 3Y | -22.2% | +7.0% | -29.2% | -34.2% |
| 5Y | -60.4% | -26.0% | -34.4% | -61.0% |
| All | +152.4% | +77.6% | +74.9% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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