+66.9%
USO vs DKNG
+152.4%
-85.5%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.3% | -6.5% | -2.4% |
| 7D | +9.1% | +3.0% | +6.1% | +9.0% |
| 30D | +21.7% | -3.0% | +24.7% | +21.8% |
| 3M | +20.2% | -17.6% | +37.8% | +21.1% |
| 6M | +43.4% | -3.2% | +46.6% | +43.1% |
| YTD | +124.0% | -28.2% | +152.2% | +126.4% |
| 1Y | +112.2% | -46.1% | +158.3% | +117.0% |
| 3Y | +97.7% | -22.2% | +119.8% | +96.3% |
| 5Y | +217.4% | -60.4% | +277.8% | +236.5% |
| All | +66.9% | +152.4% | -85.5% | +28.3% |
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