-59.1%
ZTS vs DKNG
-23.0%
-36.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.2% | -0.2% |
| 7D | -3.7% | +3.0% | -6.8% | -4.0% |
| 30D | -0.8% | -3.0% | +2.2% | -0.6% |
| 3M | -9.7% | -17.6% | +7.9% | -8.4% |
| 6M | -38.4% | -3.2% | -35.1% | -38.5% |
| YTD | -41.1% | -28.2% | -12.9% | -39.6% |
| 1Y | -50.6% | -46.1% | -4.6% | -48.5% |
| 3Y | -59.1% | -22.2% | -37.0% | -61.7% |
| All | -59.1% | -23.0% | -36.2% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DKNG.
Daily Out/Under-Performance
Portfolio return minus DKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKNG 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 DKNG 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