+140.0%
MO vs DKNG
+152.4%
-12.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.1% | +0.1% |
| 7D | +0.1% | +3.0% | -2.9% | 0.0% |
| 30D | +7.1% | -3.0% | +10.2% | +7.2% |
| 3M | -2.0% | -17.6% | +15.6% | -1.5% |
| 6M | +7.3% | -3.2% | +10.5% | +7.2% |
| YTD | +23.5% | -28.2% | +51.7% | +24.5% |
| 1Y | +11.0% | -46.1% | +57.1% | +12.9% |
| 3Y | +95.0% | -22.2% | +117.2% | +92.8% |
| 5Y | +100.6% | -60.4% | +161.0% | +109.9% |
| All | +140.0% | +152.4% | -12.4% | +70.0% |
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