+152.4%
DKNG vs UVXY
-100.0%
+252.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -6.8% | +11.1% | +3.0% |
| 7D | +3.0% | +2.8% | +0.2% | +3.7% |
| 30D | -3.0% | -11.4% | +8.3% | -5.0% |
| 3M | -17.6% | -41.5% | +23.9% | -25.2% |
| 6M | -3.2% | -61.0% | +57.8% | -17.7% |
| YTD | -28.2% | -49.8% | +21.6% | -34.1% |
| 1Y | -46.1% | -66.4% | +20.4% | -53.3% |
| 3Y | -22.2% | -94.8% | +72.6% | -38.8% |
| 5Y | -60.4% | -99.7% | +39.3% | -77.3% |
| All | +152.4% | -100.0% | +252.4% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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