-59.1%
DKNG vs ULTA
+44.7%
-103.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.1% | +2.3% | +3.4% |
| 7D | +3.0% | -3.1% | +6.1% | +4.5% |
| 30D | -3.0% | +2.8% | -5.8% | -4.6% |
| 3M | -17.6% | +14.8% | -32.4% | -23.1% |
| 6M | -3.2% | -16.2% | +13.0% | +2.9% |
| YTD | -28.2% | -9.6% | -18.6% | -27.1% |
| 1Y | -46.1% | +4.8% | -50.8% | -49.8% |
| 3Y | -22.2% | +30.7% | -52.9% | -41.7% |
| All | -59.1% | +44.7% | -103.7% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling