+152.4%
DKNG vs UTHR
+546.6%
-394.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.7% | +4.6% |
| 7D | +3.0% | +1.9% | +1.1% | +2.6% |
| 30D | -3.0% | -2.9% | -0.2% | -2.6% |
| 3M | -17.6% | -8.9% | -8.7% | -16.2% |
| 6M | -3.2% | -8.7% | +5.5% | -2.1% |
| YTD | -28.2% | +2.0% | -30.2% | -29.5% |
| 1Y | -46.1% | +22.8% | -68.9% | -49.4% |
| 3Y | -22.2% | +120.6% | -142.8% | -40.6% |
| 5Y | -60.4% | +136.4% | -196.8% | -71.1% |
| All | +152.4% | +546.6% | -394.2% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 UTHR 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