+141.4%
DKNG vs URA
+420.4%
-279.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.3% |
| 7D | -2.3% | +5.7% | -8.0% | -4.6% |
| 30D | -2.5% | +5.6% | -8.1% | -5.0% |
| 3M | -14.2% | +6.2% | -20.5% | -17.4% |
| 6M | -6.0% | -8.2% | +2.3% | -6.2% |
| YTD | -31.3% | +9.7% | -41.0% | -38.5% |
| 1Y | -48.5% | +17.0% | -65.4% | -56.7% |
| 3Y | -25.7% | +118.5% | -144.2% | -58.9% |
| 5Y | -62.8% | +134.3% | -197.2% | -80.9% |
| All | +141.4% | +420.4% | -279.0% | -35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling