+8.9%
LQD vs DKNG
+152.4%
-143.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.4% | -0.2% |
| 7D | -1.1% | +3.0% | -4.1% | -1.2% |
| 30D | -1.3% | -3.0% | +1.7% | -1.2% |
| 3M | -3.2% | -17.6% | +14.4% | -2.7% |
| 6M | -2.1% | -3.2% | +1.1% | -2.3% |
| YTD | -2.4% | -28.2% | +25.9% | -1.5% |
| 1Y | -2.7% | -46.1% | +43.4% | -0.9% |
| 3Y | +14.2% | -22.2% | +36.4% | +13.6% |
| 5Y | -5.8% | -60.4% | +54.6% | -5.6% |
| All | +8.9% | +152.4% | -143.6% | -8.6% |
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 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