+599.7%
TER vs DKNG
+152.4%
+447.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.3% | -1.8% | +1.6% |
| 7D | +6.4% | +3.0% | +3.3% | +5.6% |
| 30D | -5.7% | -3.0% | -2.7% | -5.3% |
| 3M | -0.4% | -17.6% | +17.2% | +2.6% |
| 6M | +25.8% | -3.2% | +29.1% | +23.1% |
| YTD | +96.4% | -28.2% | +124.6% | +105.5% |
| 1Y | +229.2% | -46.1% | +275.3% | +268.2% |
| 3Y | +288.1% | -22.2% | +310.3% | +285.6% |
| 5Y | +219.9% | -60.4% | +280.3% | +222.1% |
| All | +599.7% | +152.4% | +447.3% | +315.7% |
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 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