+152.4%
DKNG vs UL
+15.5%
+136.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.2% |
| 7D | +3.0% | -3.4% | +6.4% | +4.1% |
| 30D | -3.0% | +0.5% | -3.5% | -3.1% |
| 3M | -17.6% | +7.2% | -24.8% | -19.4% |
| 6M | -3.2% | -3.1% | -0.2% | -2.8% |
| YTD | -28.2% | -2.7% | -25.5% | -28.5% |
| 1Y | -46.1% | -10.2% | -35.8% | -44.9% |
| 3Y | -22.2% | +20.3% | -42.4% | -30.5% |
| 5Y | -60.4% | +19.9% | -80.3% | -65.3% |
| All | +152.4% | +15.5% | +136.9% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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