+508.5%
GLW vs DKNG
+152.4%
+356.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.3% | -2.3% | +1.5% |
| 7D | +7.8% | +3.0% | +4.8% | +7.4% |
| 30D | -0.4% | -3.0% | +2.6% | -0.2% |
| 3M | -5.6% | -17.6% | +12.0% | -3.7% |
| 6M | +26.7% | -3.2% | +30.0% | +25.4% |
| YTD | +91.0% | -28.2% | +119.3% | +96.5% |
| 1Y | +122.4% | -46.1% | +168.5% | +137.7% |
| 3Y | +471.0% | -22.2% | +493.2% | +463.8% |
| 5Y | +385.6% | -60.4% | +446.0% | +393.6% |
| All | +508.5% | +152.4% | +356.1% | +290.6% |
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