+181.8%
GILD vs DKNG
+152.4%
+29.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.1% | -0.9% |
| 7D | -4.8% | +3.0% | -7.9% | -4.9% |
| 30D | +5.8% | -3.0% | +8.8% | +5.9% |
| 3M | +14.9% | -17.6% | +32.5% | +15.6% |
| 6M | -0.4% | -3.2% | +2.9% | -0.5% |
| YTD | +18.5% | -28.2% | +46.7% | +19.6% |
| 1Y | +25.1% | -46.1% | +71.2% | +27.7% |
| 3Y | +105.9% | -22.2% | +128.1% | +104.2% |
| 5Y | +143.0% | -60.4% | +203.4% | +136.5% |
| All | +181.8% | +152.4% | +29.3% | +143.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling