-19.2%
DKNG vs SGI
-10.7%
-8.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +6.8% | -1.4% | +4.2% |
| 7D | +13.8% | +12.1% | +1.8% | +11.8% |
| 30D | +17.9% | +12.1% | +5.8% | +15.7% |
| 3M | -2.1% | +0.4% | -2.5% | -3.2% |
| 6M | -2.0% | -4.0% | +2.1% | -3.7% |
| YTD | -32.9% | -21.2% | -11.7% | -33.6% |
| 1Y | -19.2% | -12.1% | -7.1% | -22.9% |
| All | -19.2% | -10.7% | -8.5% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling