+91.2%
LLY vs DKNG
-23.0%
+114.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.0% | -1.1% |
| 7D | -2.9% | +3.0% | -6.0% | -3.2% |
| 30D | -8.4% | -3.0% | -5.4% | -8.2% |
| 3M | -3.8% | -17.6% | +13.8% | -2.3% |
| 6M | +11.9% | -3.2% | +15.2% | +11.6% |
| YTD | +4.3% | -28.2% | +32.5% | +7.1% |
| 1Y | +48.5% | -46.1% | +94.5% | +57.6% |
| 3Y | +91.2% | -22.2% | +113.4% | +89.9% |
| All | +91.2% | -23.0% | +114.2% | +89.9% |
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