+2,245.0%
STX vs DKNG
+141.4%
+2,103.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -1.9% |
| 7D | +9.6% | -2.3% | +11.8% | +9.9% |
| 30D | +10.6% | -2.5% | +13.1% | +10.8% |
| 3M | +4.8% | -14.2% | +19.0% | +6.0% |
| 6M | +137.3% | -6.0% | +143.2% | +135.3% |
| YTD | +222.5% | -31.3% | +253.8% | +234.2% |
| 1Y | +366.2% | -48.5% | +414.7% | +402.7% |
| 3Y | +1,352.9% | -25.7% | +1,378.6% | +1,343.3% |
| 5Y | +1,077.4% | -62.8% | +1,140.3% | +1,056.2% |
| All | +2,245.0% | +141.4% | +2,103.6% | +1,394.7% |
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