+50.3%
MCD vs DKNG
+92.8%
-42.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.5% |
| 7D | -1.6% | +2.1% | -3.7% | -1.8% |
| 30D | +14.1% | -0.1% | +14.2% | +13.9% |
| 3M | +0.6% | -25.7% | +26.3% | +2.2% |
| 6M | 0.0% | -24.5% | +24.6% | +1.3% |
| YTD | -9.3% | -45.2% | +35.9% | -6.6% |
| 1Y | -9.3% | -36.4% | +27.1% | -7.5% |
| 3Y | +8.6% | -46.9% | +55.5% | +10.3% |
| 5Y | +21.9% | -53.4% | +75.3% | +22.1% |
| All | +50.3% | +92.8% | -42.4% | +3.0% |
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