+108.3%
ISRG vs DKNG
+152.4%
-44.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.3% | -1.9% | +1.5% |
| 7D | +0.7% | +3.0% | -2.4% | +0.1% |
| 30D | -8.0% | -3.0% | -5.0% | -7.6% |
| 3M | -10.6% | -17.6% | +7.0% | -7.5% |
| 6M | -25.1% | -3.2% | -21.9% | -25.6% |
| YTD | -34.8% | -28.2% | -6.6% | -31.5% |
| 1Y | -19.0% | -46.1% | +27.0% | -10.3% |
| 3Y | +22.1% | -22.2% | +44.3% | +21.6% |
| 5Y | +8.2% | -60.4% | +68.6% | +8.9% |
| All | +108.3% | +152.4% | -44.2% | +22.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling