+145.0%
DKNG vs STLD
+765.7%
-620.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.2% |
| 7D | -4.9% | +3.1% | -8.1% | -5.9% |
| 30D | +10.3% | -9.0% | +19.3% | +13.3% |
| 3M | -5.4% | -12.4% | +7.0% | -2.1% |
| 6M | -5.6% | +25.5% | -31.1% | -14.0% |
| YTD | -30.3% | +43.6% | -73.9% | -39.4% |
| 1Y | -49.3% | +87.2% | -136.5% | -59.9% |
| 3Y | -19.0% | +135.2% | -154.2% | -41.7% |
| 5Y | -60.7% | +290.9% | -351.5% | -76.4% |
| All | +145.0% | +765.7% | -620.7% | +2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling