+141.9%
DKNG vs SFM
+312.3%
-170.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.5% | +0.5% |
| 7D | -2.0% | -8.8% | +6.8% | -0.2% |
| 30D | -6.4% | -14.5% | +8.0% | -3.5% |
| 3M | -17.6% | -16.8% | -0.8% | -14.8% |
| 6M | -5.7% | -5.3% | -0.3% | -5.6% |
| YTD | -31.2% | -9.4% | -21.8% | -30.7% |
| 1Y | -48.1% | -46.2% | -1.9% | -42.1% |
| 3Y | -25.6% | +81.3% | -106.8% | -34.2% |
| 5Y | -62.0% | +211.9% | -273.9% | -70.7% |
| All | +141.9% | +312.3% | -170.4% | +56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling