-33.8%
DKNG vs NLY
-1.3%
-32.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.3% | -0.5% | -20.8% | -21.0% |
| 7D | -11.5% | +2.9% | -14.3% | -12.9% |
| 30D | -3.3% | +4.6% | -7.9% | -5.9% |
| 3M | -16.5% | -14.1% | -2.4% | -8.7% |
| 6M | -22.6% | -10.7% | -11.9% | -17.9% |
| YTD | -46.3% | -7.0% | -39.3% | -45.4% |
| 1Y | -33.8% | -0.7% | -33.1% | -40.3% |
| All | -33.8% | -1.3% | -32.5% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 1y: compounded portfolio wealth divided by compounded NLY 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…
1y analysis · Full analysis span regression · 6 months rolling