+152.4%
DKNG vs SFM
+315.5%
-163.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.6% | +4.2% |
| 7D | +3.0% | -10.6% | +13.7% | +5.4% |
| 30D | -3.0% | -15.5% | +12.4% | +0.2% |
| 3M | -17.6% | -17.4% | -0.2% | -14.7% |
| 6M | -3.2% | -3.4% | +0.2% | -3.5% |
| YTD | -28.2% | -8.7% | -19.5% | -27.8% |
| 1Y | -46.1% | -47.2% | +1.1% | -39.7% |
| 3Y | -22.2% | +82.7% | -104.9% | -31.4% |
| 5Y | -60.4% | +214.3% | -274.7% | -69.5% |
| All | +152.4% | +315.5% | -163.1% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling