-22.2%
DKNG vs VALE
+45.4%
-67.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.7% | +4.4% |
| 7D | +3.0% | -0.3% | +3.3% | +3.1% |
| 30D | -3.0% | +8.6% | -11.6% | -4.8% |
| 3M | -17.6% | +2.0% | -19.6% | -18.1% |
| 6M | -3.2% | +2.1% | -5.4% | -4.5% |
| YTD | -28.2% | +20.2% | -48.4% | -33.1% |
| 1Y | -46.1% | +55.2% | -101.2% | -53.6% |
| 3Y | -22.2% | +45.9% | -68.1% | -34.5% |
| All | -22.2% | +45.4% | -67.5% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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