-22.2%
DKNG vs Z
-36.5%
+14.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.0% | +0.3% | +3.1% |
| 7D | +3.0% | -6.0% | +9.1% | +5.0% |
| 30D | -3.0% | -2.3% | -0.7% | -2.6% |
| 3M | -17.6% | -0.6% | -17.0% | -18.0% |
| 6M | -3.2% | -27.6% | +24.4% | +5.6% |
| YTD | -28.2% | -52.4% | +24.2% | -11.2% |
| 1Y | -46.1% | -63.6% | +17.5% | -27.7% |
| 3Y | -22.2% | -36.4% | +14.2% | -12.6% |
| All | -22.2% | -36.5% | +14.3% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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