+298.4%
NEM vs DKNG
+141.9%
+156.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -3.3% | -2.0% | -1.3% | -3.2% |
| 30D | +7.8% | -6.4% | +14.3% | +8.2% |
| 3M | +36.3% | -17.6% | +53.9% | +37.2% |
| 6M | +6.6% | -5.7% | +12.2% | +6.5% |
| YTD | +27.1% | -31.2% | +58.3% | +28.8% |
| 1Y | +62.3% | -48.1% | +110.4% | +66.1% |
| 3Y | +245.1% | -25.6% | +270.6% | +246.2% |
| 5Y | +154.0% | -62.0% | +216.0% | +160.3% |
| All | +298.4% | +141.9% | +156.5% | +252.4% |
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