-100.0%
SOXS vs DKNG
+152.4%
-252.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +4.3% | -9.9% | -2.8% |
| 7D | -4.7% | +3.0% | -7.8% | -2.8% |
| 30D | +7.7% | -3.0% | +10.8% | +5.7% |
| 3M | -10.2% | -17.6% | +7.4% | -23.3% |
| 6M | -99.2% | -3.2% | -96.0% | -99.7% |
| YTD | -99.5% | -28.2% | -71.3% | -99.9% |
| 1Y | -99.8% | -46.1% | -53.7% | -99.9% |
| 3Y | -100.0% | -22.2% | -77.8% | -100.0% |
| 5Y | -100.0% | -60.4% | -39.6% | -100.0% |
| All | -100.0% | +152.4% | -252.4% | -100.0% |
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