+100.6%
EFA vs DKNG
+152.4%
-51.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.4% | +0.5% |
| 7D | -1.5% | +3.0% | -4.6% | -1.9% |
| 30D | -1.7% | -3.0% | +1.4% | -1.4% |
| 3M | +3.5% | -17.6% | +21.1% | +5.3% |
| 6M | +9.5% | -3.2% | +12.7% | +9.0% |
| YTD | +12.9% | -28.2% | +41.1% | +15.9% |
| 1Y | +18.2% | -46.1% | +64.3% | +25.0% |
| 3Y | +64.8% | -22.2% | +87.0% | +63.1% |
| 5Y | +53.9% | -60.4% | +114.3% | +56.2% |
| All | +100.6% | +152.4% | -51.9% | +35.9% |
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