+119.5%
NOK vs DKNG
+152.4%
-32.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.3% | +0.5% | +4.3% |
| 7D | +11.0% | +3.0% | +7.9% | +10.6% |
| 30D | +7.8% | -3.0% | +10.9% | +8.1% |
| 3M | -21.0% | -17.6% | -3.4% | -19.6% |
| 6M | +40.9% | -3.2% | +44.1% | +39.9% |
| YTD | +72.0% | -28.2% | +100.2% | +76.7% |
| 1Y | +140.9% | -46.1% | +187.0% | +155.7% |
| 3Y | +194.3% | -22.2% | +216.4% | +188.0% |
| 5Y | +112.5% | -60.4% | +172.9% | +110.5% |
| All | +119.5% | +152.4% | -32.9% | +27.6% |
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