+32.6%
HYG vs DKNG
+152.4%
-119.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.4% | -0.3% |
| 7D | -0.7% | +3.0% | -3.7% | -0.9% |
| 30D | -0.7% | -3.0% | +2.3% | -0.6% |
| 3M | -0.2% | -17.6% | +17.4% | +0.7% |
| 6M | +1.4% | -3.2% | +4.7% | +1.2% |
| YTD | +1.5% | -28.2% | +29.7% | +2.8% |
| 1Y | +2.9% | -46.1% | +49.0% | +5.9% |
| 3Y | +25.6% | -22.2% | +47.8% | +24.7% |
| 5Y | +18.6% | -60.4% | +78.9% | +17.5% |
| All | +32.6% | +152.4% | -119.9% | +7.4% |
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