-49.4%
DKNG vs VSXY
+37.5%
-86.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.1% | +1.3% | +3.7% |
| 7D | +3.0% | +0.1% | +2.9% | +3.0% |
| 30D | -3.0% | -18.7% | +15.7% | +0.7% |
| 3M | -17.6% | -4.0% | -13.6% | -17.5% |
| 6M | -3.2% | +67.5% | -70.7% | -17.2% |
| YTD | -28.2% | +39.7% | -67.9% | -36.6% |
| 1Y | -46.1% | +180.0% | -226.0% | -60.8% |
| 3Y | -22.2% | +337.3% | -359.5% | -57.6% |
| 5Y | -60.4% | +22.7% | -83.1% | -68.9% |
| All | -49.4% | +37.5% | -86.9% | -59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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