+133.4%
TMUS vs DKNG
+141.4%
-8.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.3% |
| 7D | -5.3% | -2.3% | -3.0% | -5.1% |
| 30D | +0.1% | -2.5% | +2.6% | +0.2% |
| 3M | -0.6% | -14.2% | +13.6% | +0.4% |
| 6M | -17.5% | -6.0% | -11.6% | -17.6% |
| YTD | -11.3% | -31.3% | +20.1% | -9.1% |
| 1Y | -25.4% | -48.5% | +23.1% | -21.8% |
| 3Y | +35.5% | -25.7% | +61.2% | +34.0% |
| 5Y | +41.9% | -62.8% | +104.7% | +44.4% |
| All | +133.4% | +141.4% | -8.0% | +56.2% |
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