+249.6%
GDX vs DKNG
-23.0%
+272.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.3% | -3.2% | +0.8% |
| 7D | -2.2% | +3.0% | -5.2% | -2.4% |
| 30D | +6.8% | -3.0% | +9.8% | +6.9% |
| 3M | +24.9% | -17.6% | +42.5% | +26.3% |
| 6M | -4.2% | -3.2% | -1.0% | -4.5% |
| YTD | +13.2% | -28.2% | +41.4% | +15.9% |
| 1Y | +40.2% | -46.1% | +86.3% | +46.4% |
| 3Y | +249.6% | -22.2% | +271.8% | +237.3% |
| All | +249.6% | -23.0% | +272.6% | +237.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling