-2.5%
IBM vs DKNG
-49.6%
+47.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -0.3% | -4.9% | +4.7% | +0.7% |
| 30D | +0.3% | +10.3% | -10.1% | -2.0% |
| 3M | -21.6% | -5.4% | -16.2% | -20.9% |
| 6M | -4.7% | -5.6% | +0.9% | -4.4% |
| YTD | -19.1% | -30.3% | +11.2% | -19.6% |
| 1Y | -2.5% | -49.3% | +46.8% | -1.1% |
| All | -2.5% | -49.6% | +47.1% | -1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling