+632.4%
GEV vs DKNG
-49.7%
+682.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.3% | -0.7% | +2.8% |
| 7D | +1.6% | +3.0% | -1.4% | +1.1% |
| 30D | -7.9% | -3.0% | -4.9% | -7.6% |
| 3M | +5.6% | -17.6% | +23.2% | +9.2% |
| 6M | +13.1% | -3.2% | +16.3% | +11.1% |
| YTD | +46.7% | -28.2% | +74.9% | +56.9% |
| 1Y | +51.3% | -46.1% | +97.4% | +78.8% |
| All | +632.4% | -49.7% | +682.2% | +658.4% |
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