+125.7%
IBM vs DKNG
+141.4%
-15.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.9% | +4.3% | +3.5% |
| 7D | +3.6% | -2.3% | +5.8% | +3.8% |
| 30D | +1.5% | -2.5% | +4.0% | +1.7% |
| 3M | -12.9% | -14.2% | +1.3% | -11.7% |
| 6M | -3.9% | -6.0% | +2.1% | -3.6% |
| YTD | -17.3% | -31.3% | +14.0% | -14.9% |
| 1Y | -5.0% | -48.5% | +43.5% | 0.0% |
| 3Y | +78.2% | -25.7% | +103.9% | +78.9% |
| 5Y | +120.6% | -62.8% | +183.5% | +135.1% |
| All | +125.7% | +141.4% | -15.8% | +51.2% |
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