+505.1%
MS vs DKNG
+145.0%
+360.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +1.4% | -4.9% | +6.3% | +2.3% |
| 30D | -0.3% | +10.3% | -10.6% | -2.3% |
| 3M | +0.3% | -5.4% | +5.7% | +0.2% |
| 6M | +31.3% | -5.6% | +36.9% | +30.6% |
| YTD | +24.7% | -30.3% | +55.0% | +31.1% |
| 1Y | +47.9% | -49.3% | +97.3% | +64.8% |
| 3Y | +178.3% | -19.0% | +197.3% | +174.3% |
| 5Y | +144.9% | -60.7% | +205.5% | +159.5% |
| All | +505.1% | +145.0% | +360.1% | +212.0% |
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