+277.2%
MSFT vs DKNG
+152.4%
+124.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | -0.1% |
| 7D | -0.8% | +3.0% | -3.9% | -1.3% |
| 30D | +0.8% | -3.0% | +3.9% | +1.2% |
| 3M | +27.2% | -17.6% | +44.8% | +30.6% |
| 6M | +22.9% | -3.2% | +26.2% | +22.3% |
| YTD | +3.1% | -28.2% | +31.3% | +7.2% |
| 1Y | -0.3% | -46.1% | +45.8% | +8.0% |
| 3Y | +50.1% | -22.2% | +72.3% | +48.6% |
| 5Y | +74.6% | -60.4% | +135.0% | +75.7% |
| All | +277.2% | +152.4% | +124.8% | +128.7% |
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