-22.2%
DKNG vs VYM
+65.1%
-87.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.7% | +3.5% |
| 7D | +3.0% | -0.8% | +3.8% | +4.1% |
| 30D | -3.0% | -2.2% | -0.8% | -0.2% |
| 3M | -17.6% | +3.1% | -20.7% | -20.6% |
| 6M | -3.2% | +9.7% | -13.0% | -14.6% |
| YTD | -28.2% | +14.9% | -43.1% | -40.6% |
| 1Y | -46.1% | +17.6% | -63.6% | -56.7% |
| 3Y | -22.2% | +65.3% | -87.5% | -64.2% |
| All | -22.2% | +65.1% | -87.2% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 3y: compounded portfolio wealth divided by compounded VYM 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…
3y analysis · Full analysis span regression · 6 months rolling