+457.2%
MARA vs DKNG
+152.4%
+304.8%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.3% | +0.5% | +2.5% |
| 7D | +5.9% | +3.0% | +2.9% | +4.2% |
| 30D | +24.3% | -3.0% | +27.3% | +25.7% |
| 3M | -12.0% | -17.6% | +5.6% | -5.2% |
| 6M | +40.1% | -3.2% | +43.4% | +35.1% |
| YTD | +33.4% | -28.2% | +61.6% | +49.5% |
| 1Y | -23.7% | -46.1% | +22.3% | -0.9% |
| 3Y | +19.0% | -22.2% | +41.1% | +22.1% |
| 5Y | -66.5% | -60.4% | -6.1% | -62.0% |
| All | +457.2% | +152.4% | +304.8% | +290.8% |
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 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