+97.7%
USO vs DKNG
-23.0%
+120.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.3% | -6.5% | -2.1% |
| 7D | +9.1% | +3.0% | +6.1% | +9.2% |
| 30D | +21.7% | -3.0% | +24.7% | +21.7% |
| 3M | +20.2% | -17.6% | +37.8% | +20.6% |
| 6M | +43.4% | -3.2% | +46.6% | +43.7% |
| YTD | +124.0% | -28.2% | +152.2% | +125.0% |
| 1Y | +112.2% | -46.1% | +158.3% | +113.4% |
| 3Y | +97.7% | -22.2% | +119.8% | +104.9% |
| All | +97.7% | -23.0% | +120.6% | +104.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling