-24.3%
DKNG vs USAR
+68.6%
-92.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.8% |
| 7D | -2.3% | -4.4% | +2.2% | -2.2% |
| 30D | -2.5% | -10.4% | +7.9% | -2.4% |
| 3M | -14.2% | -18.4% | +4.1% | -14.1% |
| 6M | -6.0% | -8.8% | +2.9% | -6.4% |
| YTD | -31.3% | +43.4% | -74.7% | -32.1% |
| 1Y | -48.5% | +21.0% | -69.5% | -49.0% |
| 3Y | -25.7% | +67.7% | -93.5% | -21.0% |
| All | -24.3% | +68.6% | -92.8% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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