-55.9%
DKNG vs ZETA
+237.6%
-293.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.5% |
| 7D | -2.3% | -0.1% | -2.2% | -2.4% |
| 30D | -2.5% | +10.5% | -13.0% | -5.8% |
| 3M | -14.2% | +44.3% | -58.6% | -24.6% |
| 6M | -6.0% | +59.4% | -65.4% | -21.3% |
| YTD | -31.3% | +49.5% | -80.8% | -42.1% |
| 1Y | -48.5% | +62.7% | -111.1% | -58.4% |
| 3Y | -25.7% | +274.6% | -300.3% | -64.9% |
| 5Y | -62.8% | +349.3% | -412.2% | -84.4% |
| All | -55.9% | +237.6% | -293.5% | -82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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