-22.2%
DKNG vs UTHR
+121.0%
-143.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.7% | +4.4% |
| 7D | +3.0% | +1.9% | +1.1% | +2.9% |
| 30D | -3.0% | -2.9% | -0.2% | -2.9% |
| 3M | -17.6% | -8.9% | -8.7% | -17.2% |
| 6M | -3.2% | -8.7% | +5.5% | -3.0% |
| YTD | -28.2% | +2.0% | -30.2% | -28.9% |
| 1Y | -46.1% | +22.8% | -68.9% | -47.5% |
| 3Y | -22.2% | +120.6% | -142.8% | -31.0% |
| All | -22.2% | +121.0% | -143.1% | -31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling