+143.6%
DKNG vs SIMO
+665.4%
-521.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.2% | -6.8% | -1.7% |
| 7D | +1.8% | +14.6% | -12.8% | -0.8% |
| 30D | -0.7% | +6.2% | -6.9% | -2.3% |
| 3M | -3.7% | +3.6% | -7.2% | -7.4% |
| 6M | -5.1% | +130.8% | -135.9% | -28.9% |
| YTD | -30.7% | +195.8% | -226.5% | -52.8% |
| 1Y | -48.5% | +225.0% | -273.5% | -66.3% |
| 3Y | -25.1% | +452.3% | -477.4% | -59.7% |
| 5Y | -62.3% | +303.6% | -365.9% | -78.2% |
| All | +143.6% | +665.4% | -521.8% | +12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling