-59.1%
DKNG vs USHY
+20.9%
-80.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.2% |
| 7D | +3.0% | -0.7% | +3.7% | +5.7% |
| 30D | -3.0% | -0.7% | -2.3% | -0.5% |
| 3M | -17.6% | +0.1% | -17.6% | -17.8% |
| 6M | -3.2% | +1.8% | -5.0% | -9.6% |
| YTD | -28.2% | +1.8% | -30.0% | -33.0% |
| 1Y | -46.1% | +3.3% | -49.4% | -52.4% |
| 3Y | -22.2% | +27.0% | -49.1% | -68.4% |
| All | -59.1% | +20.9% | -80.0% | -75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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