-26.5%
TMUS vs DKNG
-49.6%
+23.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.7% | -3.5% |
| 7D | +0.1% | -4.9% | +5.0% | 0.0% |
| 30D | +5.3% | +10.3% | -5.1% | +5.5% |
| 3M | +3.1% | -5.4% | +8.5% | +3.1% |
| 6M | -16.5% | -5.6% | -10.9% | -16.1% |
| YTD | -9.2% | -30.3% | +21.2% | -8.7% |
| 1Y | -26.5% | -49.3% | +22.9% | -27.4% |
| All | -26.5% | -49.6% | +23.1% | -27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling