+813.5%
MSTR vs DKNG
+92.8%
+720.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -1.9% |
| 7D | -13.4% | +2.1% | -15.5% | -14.2% |
| 30D | -22.1% | -0.1% | -22.0% | -23.5% |
| 3M | +15.0% | -25.7% | +40.6% | +26.5% |
| 6M | -37.3% | -24.5% | -12.8% | -33.2% |
| YTD | -26.5% | -45.2% | +18.6% | -12.0% |
| 1Y | -46.5% | -36.4% | -10.1% | -40.4% |
| 3Y | +121.1% | -46.9% | +168.0% | +163.0% |
| 5Y | +37.5% | -53.4% | +90.9% | +35.2% |
| All | +813.5% | +92.8% | +720.7% | +627.7% |
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 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