+141.9%
DKNG vs SBAC
-14.4%
+156.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.1% | +1.5% |
| 7D | -2.0% | -5.3% | +3.3% | +0.5% |
| 30D | -6.4% | +0.4% | -6.8% | -6.6% |
| 3M | -17.6% | -11.9% | -5.8% | -12.9% |
| 6M | -5.7% | -4.5% | -1.2% | -5.0% |
| YTD | -31.2% | -4.3% | -26.9% | -31.2% |
| 1Y | -48.1% | -3.9% | -44.2% | -48.1% |
| 3Y | -25.6% | -11.0% | -14.6% | -27.3% |
| 5Y | -62.0% | -44.1% | -18.0% | -51.2% |
| All | +141.9% | -14.4% | +156.4% | +171.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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