+114.8%
V vs DKNG
+152.4%
-37.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.3% | -3.5% | +0.3% |
| 7D | -1.2% | +3.0% | -4.3% | -1.6% |
| 30D | +3.1% | -3.0% | +6.1% | +3.4% |
| 3M | +16.3% | -17.6% | +33.9% | +18.8% |
| 6M | +20.4% | -3.2% | +23.6% | +19.7% |
| YTD | +6.3% | -28.2% | +34.5% | +9.7% |
| 1Y | +8.7% | -46.1% | +54.8% | +16.1% |
| 3Y | +53.3% | -22.2% | +75.5% | +51.2% |
| 5Y | +71.1% | -60.4% | +131.5% | +72.7% |
| All | +114.8% | +152.4% | -37.7% | +26.0% |
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