+2,438.6%
VRT vs DKNG
+152.4%
+2,286.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.3% | -0.7% | +2.4% |
| 7D | -8.4% | +3.0% | -11.4% | -9.1% |
| 30D | -10.9% | -3.0% | -7.8% | -10.4% |
| 3M | -13.7% | -17.6% | +3.9% | -10.4% |
| 6M | -4.1% | -3.2% | -0.9% | -6.4% |
| YTD | +58.7% | -28.2% | +86.9% | +67.8% |
| 1Y | +89.6% | -46.1% | +135.7% | +115.9% |
| 3Y | +558.1% | -22.2% | +580.3% | +566.2% |
| 5Y | +953.0% | -60.4% | +1,013.3% | +987.4% |
| All | +2,438.6% | +152.4% | +2,286.1% | +1,235.6% |
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