+225.7%
META vs DKNG
+152.4%
+73.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.8% | -0.5% |
| 7D | +5.1% | +3.0% | +2.0% | +4.3% |
| 30D | +12.0% | -3.0% | +15.0% | +12.6% |
| 3M | +14.1% | -17.6% | +31.7% | +18.7% |
| 6M | -0.9% | -3.2% | +2.4% | -1.6% |
| YTD | -1.7% | -28.2% | +26.6% | +4.1% |
| 1Y | -13.4% | -46.1% | +32.6% | -2.5% |
| 3Y | +112.6% | -22.2% | +134.7% | +111.5% |
| 5Y | +72.6% | -60.4% | +133.0% | +68.1% |
| All | +225.7% | +152.4% | +73.3% | +94.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling