+19.6%
STM vs DKNG
-26.3%
+45.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | +1.7% | -2.3% | +3.9% | +2.1% |
| 30D | -5.2% | -2.5% | -2.6% | -4.9% |
| 3M | -29.6% | -14.2% | -15.4% | -27.8% |
| 6M | +54.4% | -6.0% | +60.3% | +52.9% |
| YTD | +99.5% | -31.3% | +130.9% | +114.4% |
| 1Y | +100.8% | -48.5% | +149.2% | +133.8% |
| All | +19.6% | -26.3% | +45.9% | +18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling