-19.0%
ISRG vs DKNG
-46.0%
+26.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.3% | -1.9% | +1.8% |
| 7D | +0.7% | +3.0% | -2.4% | +0.3% |
| 30D | -8.0% | -3.0% | -5.0% | -7.7% |
| 3M | -10.6% | -17.6% | +7.0% | -9.0% |
| 6M | -25.1% | -3.2% | -21.9% | -25.1% |
| YTD | -34.8% | -28.2% | -6.6% | -32.3% |
| 1Y | -19.0% | -46.1% | +27.0% | -13.6% |
| All | -19.0% | -46.0% | +26.9% | -13.6% |
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 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