+152.4%
DKNG vs STLA
-37.3%
+189.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.3% | +2.1% | +3.4% |
| 7D | +3.0% | -2.9% | +5.9% | +4.3% |
| 30D | -3.0% | +0.9% | -4.0% | -3.5% |
| 3M | -17.6% | -21.6% | +4.0% | -9.5% |
| 6M | -3.2% | -21.6% | +18.4% | +4.5% |
| YTD | -28.2% | -50.4% | +22.2% | -7.7% |
| 1Y | -46.1% | -43.6% | -2.5% | -35.9% |
| 3Y | -22.2% | -66.4% | +44.2% | +10.9% |
| 5Y | -60.4% | -62.3% | +1.9% | -49.0% |
| All | +152.4% | -37.3% | +189.8% | +131.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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