+152.4%
DKNG vs VIVK
-100.0%
+252.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -7.4% | +11.7% | +4.4% |
| 7D | +3.0% | -4.4% | +7.4% | +3.1% |
| 30D | -3.0% | -40.8% | +37.8% | -2.5% |
| 3M | -17.6% | -94.1% | +76.6% | -15.5% |
| 6M | -3.2% | -98.2% | +94.9% | -0.1% |
| YTD | -28.2% | -98.0% | +69.8% | -26.5% |
| 1Y | -46.1% | -100.0% | +53.9% | -42.1% |
| 3Y | -22.2% | -100.0% | +77.8% | -18.3% |
| 5Y | -60.4% | -100.0% | +39.6% | -58.1% |
| All | +152.4% | -100.0% | +252.4% | +160.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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