+141.9%
DKNG vs Z
-35.8%
+177.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +1.4% |
| 7D | -2.0% | -11.6% | +9.6% | +3.1% |
| 30D | -6.4% | -8.5% | +2.0% | -3.3% |
| 3M | -17.6% | -7.9% | -9.7% | -15.6% |
| 6M | -5.7% | -29.1% | +23.4% | +6.9% |
| YTD | -31.2% | -54.2% | +23.0% | -6.9% |
| 1Y | -48.1% | -63.5% | +15.5% | -23.0% |
| 3Y | -25.6% | -38.6% | +13.1% | -18.6% |
| 5Y | -62.0% | -66.0% | +3.9% | -52.7% |
| All | +141.9% | -35.8% | +177.7% | +137.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling