+291.2%
VST vs DKNG
-44.2%
+335.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.6% | -2.7% |
| 7D | -6.0% | -11.7% | +5.7% | -5.2% |
| 30D | -18.8% | -1.1% | -17.6% | -20.6% |
| 3M | -8.0% | -20.2% | +12.2% | -5.5% |
| 6M | -10.9% | -24.1% | +13.2% | -9.1% |
| YTD | -18.3% | -43.8% | +25.5% | -7.5% |
| 1Y | -29.9% | -36.6% | +6.7% | -25.0% |
| All | +291.2% | -44.2% | +335.4% | +342.8% |
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