+186.9%
STM vs DKNG
+141.4%
+45.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | +1.7% | -2.3% | +3.9% | +2.2% |
| 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% | +111.9% |
| 1Y | +100.8% | -48.5% | +149.2% | +127.3% |
| 3Y | +20.2% | -25.7% | +45.9% | +20.2% |
| 5Y | +21.1% | -62.8% | +84.0% | +24.9% |
| All | +186.9% | +141.4% | +45.4% | +49.8% |
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