+152.4%
DKNG vs SIMO
+700.4%
-548.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +7.2% | -2.9% | +3.0% |
| 7D | +3.0% | +11.0% | -8.0% | +1.0% |
| 30D | -3.0% | +17.9% | -20.9% | -6.3% |
| 3M | -17.6% | +3.9% | -21.5% | -20.7% |
| 6M | -3.2% | +131.0% | -134.3% | -27.3% |
| YTD | -28.2% | +209.3% | -237.5% | -51.5% |
| 1Y | -46.1% | +223.8% | -269.8% | -64.4% |
| 3Y | -22.2% | +479.2% | -501.4% | -58.5% |
| 5Y | -60.4% | +316.0% | -376.4% | -77.2% |
| All | +152.4% | +700.4% | -548.0% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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