-66.5%
U vs DKNG
-60.7%
-5.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.3% | +0.1% | +1.8% |
| 7D | +5.5% | +3.0% | +2.5% | +3.6% |
| 30D | -1.3% | -3.0% | +1.7% | 0.0% |
| 3M | +64.6% | -17.6% | +82.2% | +81.9% |
| 6M | +119.4% | -3.2% | +122.6% | +114.3% |
| YTD | -0.5% | -28.2% | +27.7% | +18.9% |
| 1Y | +1.3% | -46.1% | +47.4% | +42.0% |
| 3Y | +15.6% | -22.2% | +37.8% | +13.1% |
| All | -66.5% | -60.7% | -5.8% | -69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling