-48.3%
DKNG vs STLD
+80.8%
-129.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.4% |
| 7D | -2.0% | -3.6% | +1.7% | -1.4% |
| 30D | -6.4% | -10.1% | +3.7% | -5.1% |
| 3M | -17.6% | -11.4% | -6.2% | -16.2% |
| 6M | -5.7% | +30.8% | -36.5% | -14.5% |
| YTD | -31.2% | +40.7% | -71.9% | -38.8% |
| All | -48.3% | +80.8% | -129.1% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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