-31.9%
ZTS vs DKNG
+152.4%
-184.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.2% | -0.4% |
| 7D | -3.7% | +3.0% | -6.8% | -4.1% |
| 30D | -0.8% | -3.0% | +2.2% | -0.5% |
| 3M | -9.7% | -17.6% | +7.9% | -7.9% |
| 6M | -38.4% | -3.2% | -35.1% | -38.7% |
| YTD | -41.1% | -28.2% | -12.9% | -39.4% |
| 1Y | -50.6% | -46.1% | -4.6% | -47.6% |
| 3Y | -59.1% | -22.2% | -37.0% | -59.8% |
| 5Y | -62.7% | -60.4% | -2.3% | -63.1% |
| All | -31.9% | +152.4% | -184.4% | -57.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling