+152.4%
DKNG vs NLY
+42.6%
+109.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.6% |
| 7D | +3.0% | -4.0% | +7.0% | +5.4% |
| 30D | -3.0% | -5.2% | +2.2% | 0.0% |
| 3M | -17.6% | +2.8% | -20.4% | -18.9% |
| 6M | -3.2% | +4.2% | -7.4% | -5.8% |
| YTD | -28.2% | +4.7% | -32.9% | -30.5% |
| 1Y | -46.1% | +12.7% | -58.8% | -50.0% |
| 3Y | -22.2% | +62.5% | -84.7% | -42.6% |
| 5Y | -60.4% | +26.3% | -86.7% | -66.5% |
| All | +152.4% | +42.6% | +109.9% | +125.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling