+152.4%
DKNG vs VICR
+477.7%
-325.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +11.2% | -6.8% | +1.6% |
| 7D | +3.0% | +5.0% | -1.9% | +1.7% |
| 30D | -3.0% | -12.5% | +9.5% | -0.7% |
| 3M | -17.6% | -33.6% | +16.0% | -12.5% |
| 6M | -3.2% | +10.7% | -13.9% | -16.6% |
| YTD | -28.2% | +80.6% | -108.8% | -47.8% |
| 1Y | -46.1% | +288.4% | -334.4% | -70.0% |
| 3Y | -22.2% | +213.8% | -236.0% | -59.0% |
| 5Y | -60.4% | +58.8% | -119.2% | -76.6% |
| All | +152.4% | +477.7% | -325.2% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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