+113.8%
TMO vs DKNG
+152.4%
-38.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.3% | -3.2% | +0.6% |
| 7D | -0.6% | +3.0% | -3.7% | -1.0% |
| 30D | +1.1% | -3.0% | +4.1% | +1.4% |
| 3M | +28.3% | -17.6% | +45.9% | +30.6% |
| 6M | +23.3% | -3.2% | +26.5% | +22.8% |
| YTD | +5.5% | -28.2% | +33.7% | +8.3% |
| 1Y | +24.5% | -46.1% | +70.6% | +31.3% |
| 3Y | +19.6% | -22.2% | +41.7% | +18.7% |
| 5Y | +8.1% | -60.4% | +68.5% | +6.1% |
| All | +113.8% | +152.4% | -38.6% | +56.3% |
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