+275.2%
MSTR vs DKNG
-26.2%
+301.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.2% |
| 7D | -11.2% | -2.0% | -9.2% | -10.5% |
| 30D | +33.8% | -6.4% | +40.2% | +37.1% |
| 3M | +11.5% | -17.6% | +29.1% | +19.7% |
| 6M | -7.2% | -5.7% | -1.5% | -8.9% |
| YTD | -15.4% | -31.2% | +15.8% | -2.8% |
| 1Y | -60.6% | -48.1% | -12.6% | -47.5% |
| All | +275.2% | -26.2% | +301.3% | +322.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling