-51.4%
DKNG vs STLD
+286.6%
-338.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.9% | -2.4% |
| 7D | -18.7% | +6.9% | -25.6% | -20.6% |
| 30D | -3.0% | -1.5% | -1.6% | -3.0% |
| 3M | -25.0% | -9.7% | -15.4% | -23.0% |
| 6M | -22.3% | +2.3% | -24.6% | -24.6% |
| YTD | -44.5% | +41.0% | -85.5% | -53.0% |
| 1Y | -39.3% | +51.8% | -91.1% | -50.2% |
| 3Y | -45.4% | +126.4% | -171.8% | -63.4% |
| All | -51.4% | +286.6% | -338.0% | -75.8% |
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