-59.1%
DKNG vs Z
-64.7%
+5.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.0% | +0.3% | +2.4% |
| 7D | +3.0% | -6.0% | +9.1% | +6.1% |
| 30D | -3.0% | -2.3% | -0.7% | -2.5% |
| 3M | -17.6% | -0.6% | -17.0% | -18.4% |
| 6M | -3.2% | -27.6% | +24.4% | +10.9% |
| YTD | -28.2% | -52.4% | +24.2% | +0.7% |
| 1Y | -46.1% | -63.6% | +17.5% | -13.7% |
| 3Y | -22.2% | -36.4% | +14.2% | -17.9% |
| All | -59.1% | -64.7% | +5.6% | -57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling