+17.7%
STM vs DKNG
-63.0%
+80.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -1.1% | -2.0% | +0.9% | -0.6% |
| 30D | -7.8% | -6.4% | -1.4% | -6.6% |
| 3M | -28.2% | -17.6% | -10.5% | -25.6% |
| 6M | +52.0% | -5.7% | +57.7% | +50.4% |
| YTD | +96.4% | -31.2% | +127.6% | +108.9% |
| 1Y | +98.8% | -48.1% | +146.9% | +125.5% |
| 3Y | +18.3% | -25.6% | +43.8% | +18.2% |
| 5Y | +17.7% | -62.0% | +79.7% | +3.9% |
| All | +17.7% | -63.0% | +80.7% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling