-46.9%
DKNG vs STLD
+119.8%
-166.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.3% |
| 7D | +2.1% | +2.9% | -0.9% | +1.3% |
| 30D | -0.1% | -5.6% | +5.5% | +1.2% |
| 3M | -25.7% | -11.7% | -14.0% | -23.5% |
| 6M | -24.5% | -2.8% | -21.8% | -25.3% |
| YTD | -45.2% | +36.4% | -81.6% | -52.4% |
| 1Y | -36.4% | +50.0% | -86.4% | -46.7% |
| 3Y | -46.9% | +122.3% | -169.2% | -62.2% |
| All | -46.9% | +119.8% | -166.7% | -62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling