+79.8%
IBM vs DKNG
-23.0%
+102.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.3% | -0.4% | +3.3% |
| 7D | +3.6% | +3.0% | +0.5% | +3.1% |
| 30D | +3.1% | -3.0% | +6.1% | +3.5% |
| 3M | -10.8% | -17.6% | +6.7% | -8.6% |
| 6M | -0.8% | -3.2% | +2.4% | -0.8% |
| YTD | -16.2% | -28.2% | +12.0% | -13.9% |
| 1Y | -2.9% | -46.1% | +43.2% | +3.0% |
| 3Y | +79.8% | -22.2% | +102.0% | +81.6% |
| All | +79.8% | -23.0% | +102.8% | +81.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling