+141.4%
DKNG vs SAN
+293.4%
-152.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.4% |
| 7D | -2.3% | -0.5% | -1.8% | -2.1% |
| 30D | -2.5% | -0.1% | -2.4% | -2.4% |
| 3M | -14.2% | +19.6% | -33.9% | -20.1% |
| 6M | -6.0% | +32.7% | -38.6% | -16.4% |
| YTD | -31.3% | +26.7% | -58.0% | -38.2% |
| 1Y | -48.5% | +51.6% | -100.1% | -56.8% |
| 3Y | -25.7% | +348.7% | -374.5% | -60.3% |
| 5Y | -62.8% | +378.7% | -441.6% | -81.3% |
| All | +141.4% | +293.4% | -152.0% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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