-22.2%
DKNG vs URA
+101.1%
-123.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.3% | +7.6% | +5.0% |
| 7D | +3.0% | -5.5% | +8.5% | +4.1% |
| 30D | -3.0% | -3.7% | +0.7% | -2.5% |
| 3M | -17.6% | -2.9% | -14.7% | -17.4% |
| 6M | -3.2% | -15.2% | +12.0% | -1.6% |
| YTD | -28.2% | +1.9% | -30.1% | -31.5% |
| 1Y | -46.1% | +6.9% | -53.0% | -50.3% |
| 3Y | -22.2% | +99.6% | -121.8% | -42.3% |
| All | -22.2% | +101.1% | -123.2% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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