+220.4%
GDXJ vs DKNG
-60.7%
+281.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.3% | -3.3% | +0.7% |
| 7D | -2.8% | +3.0% | -5.8% | -3.1% |
| 30D | +5.0% | -3.0% | +8.0% | +5.2% |
| 3M | +24.1% | -17.6% | +41.7% | +25.9% |
| 6M | -7.4% | -3.2% | -4.1% | -7.7% |
| YTD | +10.2% | -28.2% | +38.4% | +12.8% |
| 1Y | +42.5% | -46.1% | +88.6% | +49.3% |
| 3Y | +285.7% | -22.2% | +307.9% | +283.1% |
| All | +220.4% | -60.7% | +281.1% | +218.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling