+152.4%
DKNG vs NVS
+91.9%
+60.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.6% | +4.5% |
| 7D | +3.0% | -14.3% | +17.3% | +9.9% |
| 30D | -3.0% | -10.0% | +6.9% | +0.8% |
| 3M | -17.6% | -10.9% | -6.7% | -14.2% |
| 6M | -3.2% | -12.0% | +8.7% | +1.0% |
| YTD | -28.2% | +2.5% | -30.7% | -31.4% |
| 1Y | -46.1% | +10.7% | -56.7% | -50.8% |
| 3Y | -22.2% | +53.3% | -75.5% | -45.5% |
| 5Y | -60.4% | +93.6% | -154.0% | -78.0% |
| All | +152.4% | +91.9% | +60.6% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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