+152.4%
DKNG vs SHAK
-14.9%
+167.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.2% | +1.2% | +3.0% |
| 7D | +3.0% | -8.3% | +11.3% | +6.7% |
| 30D | -3.0% | -12.6% | +9.6% | +2.7% |
| 3M | -17.6% | +9.1% | -26.7% | -21.6% |
| 6M | -3.2% | -31.2% | +28.0% | +6.8% |
| YTD | -28.2% | -21.6% | -6.6% | -25.9% |
| 1Y | -46.1% | -38.8% | -7.3% | -38.0% |
| 3Y | -22.2% | +0.6% | -22.8% | -36.0% |
| 5Y | -60.4% | -22.5% | -37.9% | -64.8% |
| All | +152.4% | -14.9% | +167.4% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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