+141.4%
DKNG vs DPZ
+33.6%
+107.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | +0.9% |
| 7D | -2.3% | -7.3% | +5.0% | +0.9% |
| 30D | -2.5% | -7.6% | +5.1% | +0.9% |
| 3M | -14.2% | +1.8% | -16.1% | -15.3% |
| 6M | -6.0% | -21.8% | +15.9% | +3.5% |
| YTD | -31.3% | -22.0% | -9.3% | -24.4% |
| 1Y | -48.5% | -28.6% | -19.9% | -41.1% |
| 3Y | -25.7% | -13.1% | -12.6% | -23.6% |
| 5Y | -62.8% | -33.2% | -29.6% | -59.7% |
| All | +141.4% | +33.6% | +107.8% | +140.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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