+431.1%
HPE vs DKNG
+152.4%
+278.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +4.3% | +8.1% | +11.8% |
| 7D | +19.4% | +3.0% | +16.4% | +19.0% |
| 30D | +5.6% | -3.0% | +8.6% | +5.9% |
| 3M | +33.1% | -17.6% | +50.6% | +35.8% |
| 6M | +192.5% | -3.2% | +195.7% | +189.7% |
| YTD | +160.9% | -28.2% | +189.1% | +169.5% |
| 1Y | +155.0% | -46.1% | +201.0% | +173.5% |
| 3Y | +289.4% | -22.2% | +311.6% | +291.6% |
| 5Y | +395.7% | -60.4% | +456.1% | +405.4% |
| All | +431.1% | +152.4% | +278.7% | +272.6% |
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 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