+117.0%
DKNG vs OTIS
+91.3%
+25.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.8% | +2.6% | +3.5% |
| 7D | +3.0% | -3.0% | +6.0% | +4.5% |
| 30D | -3.0% | -6.0% | +3.0% | -0.1% |
| 3M | -17.6% | -0.9% | -16.7% | -17.3% |
| 6M | -3.2% | -17.3% | +14.1% | +5.0% |
| YTD | -28.2% | -19.6% | -8.6% | -21.1% |
| 1Y | -46.1% | -21.0% | -25.0% | -40.3% |
| 3Y | -22.2% | -12.1% | -10.1% | -20.5% |
| 5Y | -60.4% | -17.1% | -43.3% | -60.4% |
| All | +117.0% | +91.3% | +25.7% | +114.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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