+152.4%
DKNG vs STZ
-31.8%
+184.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +4.8% |
| 7D | +3.0% | -4.5% | +7.5% | +5.0% |
| 30D | -3.0% | -8.6% | +5.6% | +0.8% |
| 3M | -17.6% | -13.8% | -3.8% | -12.3% |
| 6M | -3.2% | -17.2% | +13.9% | +3.6% |
| YTD | -28.2% | -9.4% | -18.8% | -26.3% |
| 1Y | -46.1% | -11.9% | -34.2% | -44.1% |
| 3Y | -22.2% | -49.6% | +27.4% | +3.6% |
| 5Y | -60.4% | -37.2% | -23.2% | -53.6% |
| All | +152.4% | -31.8% | +184.3% | +173.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling