+390.7%
LLY vs DKNG
-63.0%
+453.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -3.2% | -2.0% | -1.2% | -3.0% |
| 30D | -7.4% | -6.4% | -1.0% | -7.1% |
| 3M | -1.0% | -17.6% | +16.6% | -0.1% |
| 6M | +12.5% | -5.7% | +18.2% | +12.5% |
| YTD | +5.0% | -31.2% | +36.2% | +6.8% |
| 1Y | +49.8% | -48.1% | +97.8% | +54.8% |
| 3Y | +95.5% | -25.6% | +121.0% | +96.0% |
| 5Y | +390.7% | -62.0% | +452.7% | +363.8% |
| All | +390.7% | -63.0% | +453.7% | +363.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling