-59.1%
DKNG vs URA
+91.2%
-150.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.3% | +7.6% | +5.7% |
| 7D | +3.0% | -5.5% | +8.5% | +5.3% |
| 30D | -3.0% | -3.7% | +0.7% | -2.0% |
| 3M | -17.6% | -2.9% | -14.7% | -17.6% |
| 6M | -3.2% | -15.2% | +12.0% | -0.4% |
| YTD | -28.2% | +1.9% | -30.1% | -34.0% |
| 1Y | -46.1% | +6.9% | -53.0% | -53.3% |
| 3Y | -22.2% | +99.6% | -121.8% | -57.4% |
| All | -59.1% | +91.2% | -150.3% | -79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling