-25.4%
DKNG vs UPST
-19.3%
-6.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.7% |
| 7D | -2.0% | -12.0% | +10.0% | +0.2% |
| 30D | -6.4% | -16.0% | +9.6% | -3.7% |
| 3M | -17.6% | -17.2% | -0.5% | -15.2% |
| 6M | -5.7% | -10.9% | +5.2% | -5.3% |
| YTD | -31.2% | -42.6% | +11.4% | -25.8% |
| 1Y | -48.1% | -59.8% | +11.7% | -41.1% |
| All | -25.4% | -19.3% | -6.2% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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