+152.4%
DKNG vs VYM
+126.1%
+26.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.7% | +3.6% |
| 7D | +3.0% | -0.8% | +3.8% | +4.0% |
| 30D | -3.0% | -2.2% | -0.8% | -0.3% |
| 3M | -17.6% | +3.1% | -20.7% | -20.4% |
| 6M | -3.2% | +9.7% | -13.0% | -13.5% |
| YTD | -28.2% | +14.9% | -43.1% | -39.3% |
| 1Y | -46.1% | +17.6% | -63.6% | -55.5% |
| 3Y | -22.2% | +65.3% | -87.5% | -56.4% |
| 5Y | -60.4% | +78.7% | -139.1% | -78.5% |
| All | +152.4% | +126.1% | +26.4% | +9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling