+152.4%
DKNG vs URI
+711.3%
-558.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +3.0% | -2.1% | +5.1% | +3.9% |
| 30D | -3.0% | -12.4% | +9.4% | +2.4% |
| 3M | -17.6% | -7.3% | -10.3% | -16.0% |
| 6M | -3.2% | +27.2% | -30.4% | -16.4% |
| YTD | -28.2% | +23.0% | -51.2% | -37.7% |
| 1Y | -46.1% | +3.9% | -50.0% | -49.6% |
| 3Y | -22.2% | +121.6% | -143.8% | -49.8% |
| 5Y | -60.4% | +201.1% | -261.4% | -77.9% |
| All | +152.4% | +711.3% | -558.9% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 10y: compounded portfolio wealth divided by compounded URI 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…
10y analysis · Full analysis span regression · 6 months rolling