+175.8%
DVN vs DKNG
+152.4%
+23.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | -0.3% |
| 7D | +4.5% | +3.0% | +1.5% | +4.0% |
| 30D | +12.0% | -3.0% | +15.0% | +12.3% |
| 3M | +13.4% | -17.6% | +31.0% | +16.2% |
| 6M | +12.1% | -3.2% | +15.4% | +11.3% |
| YTD | +38.8% | -28.2% | +67.0% | +44.0% |
| 1Y | +46.0% | -46.1% | +92.1% | +58.2% |
| 3Y | +9.5% | -22.2% | +31.7% | +7.7% |
| 5Y | +125.3% | -60.4% | +185.7% | +140.8% |
| All | +175.8% | +152.4% | +23.3% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DKNG.
Daily Out/Under-Performance
Portfolio return minus DKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKNG 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 DKNG 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