+141.9%
DKNG vs UDR
+0.4%
+141.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.6% |
| 7D | -2.0% | -3.4% | +1.4% | -0.2% |
| 30D | -6.4% | -5.4% | -1.0% | -3.7% |
| 3M | -17.6% | -10.0% | -7.7% | -13.2% |
| 6M | -5.7% | -2.5% | -3.1% | -4.8% |
| YTD | -31.2% | -1.1% | -30.1% | -31.2% |
| 1Y | -48.1% | -3.9% | -44.2% | -47.4% |
| 3Y | -25.6% | +3.4% | -29.0% | -28.6% |
| 5Y | -62.0% | -18.9% | -43.2% | -59.2% |
| All | +141.9% | +0.4% | +141.5% | +148.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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