-43.8%
TTD vs DKNG
+152.4%
-196.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.3% | -1.7% | +0.7% |
| 7D | -0.6% | +3.0% | -3.7% | -2.0% |
| 30D | +6.3% | -3.0% | +9.3% | +7.3% |
| 3M | -24.1% | -17.6% | -6.5% | -18.9% |
| 6M | -47.4% | -3.2% | -44.2% | -48.5% |
| YTD | -62.2% | -28.2% | -34.0% | -58.0% |
| 1Y | -68.3% | -46.1% | -22.2% | -60.6% |
| 3Y | -83.4% | -22.2% | -61.3% | -83.5% |
| 5Y | -80.3% | -60.4% | -19.9% | -79.1% |
| All | -43.8% | +152.4% | -196.3% | -69.8% |
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