-62.8%
DKNG vs TYL
-29.1%
-33.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | +0.3% |
| 7D | -2.3% | -8.6% | +6.3% | +4.7% |
| 30D | -2.5% | +7.5% | -10.1% | -8.8% |
| 3M | -14.2% | +10.9% | -25.2% | -22.4% |
| 6M | -6.0% | -6.7% | +0.8% | -3.1% |
| YTD | -31.3% | -24.5% | -6.8% | -16.8% |
| 1Y | -48.5% | -38.6% | -9.8% | -24.4% |
| 3Y | -25.7% | -12.6% | -13.1% | -31.5% |
| 5Y | -62.8% | -28.2% | -34.6% | -55.7% |
| All | -62.8% | -29.1% | -33.7% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling