-62.0%
DKNG vs STLD
+284.4%
-346.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.8% |
| 7D | -2.0% | -3.6% | +1.7% | -0.7% |
| 30D | -6.4% | -10.1% | +3.7% | -3.1% |
| 3M | -17.6% | -11.4% | -6.2% | -14.7% |
| 6M | -5.7% | +30.8% | -36.5% | -17.0% |
| YTD | -31.2% | +40.7% | -71.9% | -41.3% |
| 1Y | -48.1% | +80.8% | -128.8% | -60.2% |
| 3Y | -25.6% | +140.2% | -165.7% | -50.9% |
| 5Y | -62.0% | +288.5% | -350.5% | -80.9% |
| All | -62.0% | +284.4% | -346.5% | -80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling