+129.5%
MRK vs DKNG
+152.4%
-23.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.9% | -0.7% |
| 7D | -4.3% | +3.0% | -7.3% | -4.4% |
| 30D | +8.3% | -3.0% | +11.3% | +8.4% |
| 3M | +20.0% | -17.6% | +37.6% | +20.6% |
| 6M | +25.7% | -3.2% | +28.9% | +25.6% |
| YTD | +38.7% | -28.2% | +66.9% | +39.9% |
| 1Y | +74.7% | -46.1% | +120.7% | +77.6% |
| 3Y | +45.4% | -22.2% | +67.5% | +44.4% |
| 5Y | +129.0% | -60.4% | +189.4% | +136.2% |
| All | +129.5% | +152.4% | -23.0% | +63.4% |
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 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