+2,097.5%
STX vs DKNG
+152.4%
+1,945.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.3% | -8.1% | -4.3% |
| 7D | -2.3% | +3.0% | -5.3% | -2.7% |
| 30D | -5.5% | -3.0% | -2.5% | -5.2% |
| 3M | -4.3% | -17.6% | +13.3% | -2.5% |
| 6M | +115.6% | -3.2% | +118.9% | +113.1% |
| YTD | +202.2% | -28.2% | +230.4% | +211.2% |
| 1Y | +325.3% | -46.1% | +371.4% | +355.6% |
| 3Y | +1,283.9% | -22.2% | +1,306.1% | +1,265.6% |
| 5Y | +1,048.3% | -60.4% | +1,108.7% | +1,017.5% |
| All | +2,097.5% | +152.4% | +1,945.0% | +1,291.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling