+152.4%
DKNG vs TEVA
+363.6%
-211.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.0% | +2.3% | +3.7% |
| 7D | +3.0% | +2.0% | +1.0% | +2.4% |
| 30D | -3.0% | +1.0% | -4.0% | -3.3% |
| 3M | -17.6% | +7.3% | -24.9% | -19.6% |
| 6M | -3.2% | +21.7% | -25.0% | -9.8% |
| YTD | -28.2% | +18.8% | -47.0% | -32.9% |
| 1Y | -46.1% | +86.5% | -132.5% | -56.8% |
| 3Y | -22.2% | +269.4% | -291.6% | -53.9% |
| 5Y | -60.4% | +303.6% | -364.0% | -77.9% |
| All | +152.4% | +363.6% | -211.2% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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