+140.0%
TMUS vs DKNG
+152.4%
-12.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.3% | -1.4% | +2.6% |
| 7D | +0.4% | +3.0% | -2.6% | +0.2% |
| 30D | +3.5% | -3.0% | +6.5% | +3.7% |
| 3M | -1.3% | -17.6% | +16.3% | 0.0% |
| 6M | -13.6% | -3.2% | -10.4% | -13.8% |
| YTD | -8.8% | -28.2% | +19.5% | -6.9% |
| 1Y | -22.9% | -46.1% | +23.2% | -19.5% |
| 3Y | +36.7% | -22.2% | +58.9% | +34.7% |
| 5Y | +46.6% | -60.4% | +107.0% | +48.3% |
| All | +140.0% | +152.4% | -12.5% | +60.0% |
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