+152.4%
DKNG vs TYL
+50.5%
+101.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +4.0% | +4.1% |
| 7D | +3.0% | -7.5% | +10.6% | +9.1% |
| 30D | -3.0% | +6.0% | -9.0% | -7.9% |
| 3M | -17.6% | +13.9% | -31.5% | -26.4% |
| 6M | -3.2% | -3.3% | +0.1% | -3.1% |
| YTD | -28.2% | -25.8% | -2.4% | -13.5% |
| 1Y | -46.1% | -39.2% | -6.8% | -23.5% |
| 3Y | -22.2% | -13.2% | -9.0% | -24.3% |
| 5Y | -60.4% | -28.6% | -31.8% | -53.6% |
| All | +152.4% | +50.5% | +101.9% | +122.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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