-59.1%
DKNG vs UPST
-90.5%
+31.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.0% | +2.4% | +3.8% |
| 7D | +3.0% | -8.8% | +11.8% | +5.5% |
| 30D | -3.0% | -12.1% | +9.0% | +0.1% |
| 3M | -17.6% | -19.5% | +1.9% | -13.4% |
| 6M | -3.2% | -6.8% | +3.6% | -3.9% |
| YTD | -28.2% | -41.5% | +13.3% | -20.3% |
| 1Y | -46.1% | -58.9% | +12.8% | -35.2% |
| 3Y | -22.2% | -15.2% | -7.0% | -39.4% |
| All | -59.1% | -90.5% | +31.5% | -58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling