+141.9%
DKNG vs UTHR
+555.4%
-413.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -2.0% | +2.8% | -4.8% | -2.5% |
| 30D | -6.4% | -2.3% | -4.2% | -6.1% |
| 3M | -17.6% | -7.4% | -10.2% | -16.5% |
| 6M | -5.7% | -6.0% | +0.3% | -5.2% |
| YTD | -31.2% | +3.4% | -34.6% | -32.6% |
| 1Y | -48.1% | +27.1% | -75.1% | -51.7% |
| 3Y | -25.6% | +123.8% | -149.4% | -43.3% |
| 5Y | -62.0% | +139.6% | -201.7% | -72.3% |
| All | +141.9% | +555.4% | -413.4% | +26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling