+152.4%
DKNG vs SGI
+257.8%
-105.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.4% | +4.0% |
| 7D | +3.0% | -4.5% | +7.5% | +4.9% |
| 30D | -3.0% | +4.2% | -7.2% | -4.6% |
| 3M | -17.6% | -7.4% | -10.1% | -15.7% |
| 6M | -3.2% | -15.1% | +11.8% | +0.7% |
| YTD | -28.2% | -24.7% | -3.5% | -22.2% |
| 1Y | -46.1% | -21.8% | -24.3% | -42.8% |
| 3Y | -22.2% | +50.0% | -72.2% | -38.4% |
| 5Y | -60.4% | +48.9% | -109.3% | -70.6% |
| All | +152.4% | +257.8% | -105.4% | +55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling