-49.3%
DKNG vs UMAC
+164.0%
-213.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.3% | -0.6% |
| 7D | -4.9% | -0.9% | -4.0% | -4.9% |
| 30D | +10.3% | -7.7% | +18.0% | +10.4% |
| 3M | -5.4% | -26.4% | +21.1% | -4.6% |
| 6M | -5.6% | +61.9% | -67.4% | -11.5% |
| YTD | -30.3% | +86.5% | -116.8% | -36.1% |
| 1Y | -49.3% | +156.3% | -205.7% | -53.0% |
| All | -49.3% | +164.0% | -213.3% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling