+1,068.7%
MSTR vs DKNG
+145.0%
+923.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | +12.2% | -4.9% | +17.1% | +14.5% |
| 30D | +45.2% | +10.3% | +34.8% | +38.3% |
| 3M | +10.4% | -5.4% | +15.7% | +10.4% |
| 6M | -2.5% | -5.6% | +3.1% | -4.3% |
| YTD | -6.0% | -30.3% | +24.3% | +4.4% |
| 1Y | -56.4% | -49.3% | -7.1% | -45.0% |
| 3Y | +306.3% | -19.0% | +325.3% | +310.0% |
| 5Y | +100.5% | -60.7% | +161.1% | +98.4% |
| All | +1,068.7% | +145.0% | +923.7% | +763.4% |
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