+223.3%
HOOD vs DKNG
-51.4%
+274.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.0% | -2.7% |
| 7D | -7.8% | +3.0% | -10.9% | -9.2% |
| 30D | +18.6% | -3.0% | +21.6% | +20.1% |
| 3M | +22.1% | -17.6% | +39.6% | +31.7% |
| 6M | +43.1% | -3.2% | +46.3% | +40.0% |
| YTD | -0.5% | -28.2% | +27.7% | +11.6% |
| 1Y | -4.4% | -46.1% | +41.7% | +21.8% |
| 3Y | +938.5% | -22.2% | +960.6% | +973.3% |
| 5Y | +173.4% | -60.4% | +233.8% | +173.0% |
| All | +223.3% | -51.4% | +274.7% | +241.4% |
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 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