+274.2%
MSFT vs DKNG
+141.4%
+132.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -1.0% | -2.3% | +1.2% | -0.7% |
| 30D | -2.7% | -2.5% | -0.2% | -2.4% |
| 3M | +22.1% | -14.2% | +36.3% | +24.5% |
| 6M | +20.6% | -6.0% | +26.5% | +20.6% |
| YTD | +2.3% | -31.3% | +33.6% | +7.1% |
| 1Y | -0.5% | -48.5% | +47.9% | +8.5% |
| 3Y | +50.5% | -25.7% | +76.2% | +50.1% |
| 5Y | +72.3% | -62.8% | +135.2% | +75.2% |
| All | +274.2% | +141.4% | +132.8% | +128.6% |
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