-0.8%
MSFT vs DKNG
-49.6%
+48.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -2.0% |
| 7D | -2.7% | -4.9% | +2.3% | -2.2% |
| 30D | +2.7% | +10.3% | -7.6% | +1.6% |
| 3M | +17.0% | -5.4% | +22.3% | +17.0% |
| 6M | +23.8% | -5.6% | +29.4% | +23.1% |
| YTD | +4.0% | -30.3% | +34.3% | +2.8% |
| 1Y | -0.8% | -49.3% | +48.5% | -4.2% |
| All | -0.8% | -49.6% | +48.8% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling