-22.2%
DKNG vs IDXX
+7.6%
-29.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.5% |
| 7D | +3.0% | -5.7% | +8.8% | +5.0% |
| 30D | -3.0% | -11.5% | +8.5% | +0.8% |
| 3M | -17.6% | -9.5% | -8.1% | -15.1% |
| 6M | -3.2% | -16.0% | +12.7% | +1.7% |
| YTD | -28.2% | -25.4% | -2.8% | -21.9% |
| 1Y | -46.1% | -21.8% | -24.3% | -42.6% |
| 3Y | -22.2% | +7.0% | -29.2% | -33.3% |
| All | -22.2% | +7.6% | -29.7% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling