+106.7%
SHEL vs DKNG
+152.4%
-45.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.5% | +0.5% |
| 7D | +4.1% | +3.0% | +1.1% | +3.9% |
| 30D | +8.4% | -3.0% | +11.4% | +8.6% |
| 3M | +13.7% | -17.6% | +31.3% | +15.2% |
| 6M | +12.7% | -3.2% | +15.9% | +12.4% |
| YTD | +35.3% | -28.2% | +63.5% | +37.9% |
| 1Y | +39.4% | -46.1% | +85.4% | +45.1% |
| 3Y | +71.5% | -22.2% | +93.6% | +69.5% |
| 5Y | +195.0% | -60.4% | +255.4% | +206.1% |
| All | +106.7% | +152.4% | -45.7% | +31.3% |
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