-62.0%
DKNG vs SIMO
+287.2%
-349.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +1.0% |
| 7D | -2.0% | +12.5% | -14.5% | -4.2% |
| 30D | -6.4% | +18.4% | -24.8% | -9.6% |
| 3M | -17.6% | +5.6% | -23.3% | -21.3% |
| 6M | -5.7% | +116.9% | -122.6% | -29.6% |
| YTD | -31.2% | +188.4% | -219.6% | -54.6% |
| 1Y | -48.1% | +221.3% | -269.3% | -67.5% |
| 3Y | -25.6% | +438.6% | -464.1% | -63.4% |
| 5Y | -62.0% | +287.9% | -349.9% | -78.5% |
| All | -62.0% | +287.2% | -349.2% | -78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling