-59.1%
DKNG vs SCCO
+303.5%
-362.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.7% | +4.4% |
| 7D | +3.0% | -2.7% | +5.7% | +3.7% |
| 30D | -3.0% | -0.7% | -2.3% | -3.1% |
| 3M | -17.6% | +8.1% | -25.7% | -20.5% |
| 6M | -3.2% | +4.1% | -7.4% | -7.2% |
| YTD | -28.2% | +41.1% | -69.3% | -40.0% |
| 1Y | -46.1% | +95.6% | -141.6% | -60.8% |
| 3Y | -22.2% | +179.3% | -201.4% | -55.0% |
| All | -59.1% | +303.5% | -362.6% | -80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 5y: compounded portfolio wealth divided by compounded SCCO 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…
5y analysis · Full analysis span regression · 6 months rolling