-57.9%
DKNG vs AZO
+89.7%
-147.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.6% | -0.5% |
| 7D | +3.5% | -0.6% | +4.1% | +3.7% |
| 30D | -4.9% | -2.0% | -3.0% | -4.4% |
| 3M | -14.3% | -4.8% | -9.5% | -13.1% |
| 6M | -3.9% | -16.8% | +12.8% | +1.0% |
| YTD | -27.9% | -12.6% | -15.3% | -26.0% |
| 1Y | -43.5% | -31.4% | -12.1% | -37.1% |
| 3Y | -21.1% | +15.1% | -36.2% | -30.4% |
| 5Y | -57.9% | +89.6% | -147.6% | -62.9% |
| All | -57.9% | +89.7% | -147.6% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 5y: compounded portfolio wealth divided by compounded AZO 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…
5y analysis · Full analysis span regression · 6 months rolling