-22.2%
DKNG vs ULTA
+31.2%
-53.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.1% | +2.3% | +3.9% |
| 7D | +3.0% | -3.1% | +6.1% | +3.7% |
| 30D | -3.0% | +2.8% | -5.8% | -3.8% |
| 3M | -17.6% | +14.8% | -32.4% | -20.4% |
| 6M | -3.2% | -16.2% | +13.0% | +0.1% |
| YTD | -28.2% | -9.6% | -18.6% | -27.6% |
| 1Y | -46.1% | +4.8% | -50.8% | -48.2% |
| 3Y | -22.2% | +30.7% | -52.9% | -43.2% |
| All | -22.2% | +31.2% | -53.4% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 3y: compounded portfolio wealth divided by compounded ULTA 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…
3y analysis · Full analysis span regression · 6 months rolling