-25.1%
MARA vs DKNG
-49.6%
+24.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.4% |
| 7D | +6.0% | -4.9% | +10.9% | +6.9% |
| 30D | +0.6% | +10.3% | -9.7% | -1.3% |
| 3M | -18.5% | -5.4% | -13.2% | -18.5% |
| 6M | +21.7% | -5.6% | +27.3% | +20.7% |
| YTD | +25.9% | -30.3% | +56.3% | +36.8% |
| 1Y | -25.1% | -49.3% | +24.2% | -9.4% |
| All | -25.1% | -49.6% | +24.4% | -9.4% |
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