-19.2%
DKNG vs SITM
+47.5%
-66.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -9.4% | +14.7% | +5.3% |
| 7D | +13.8% | -19.5% | +33.4% | +13.9% |
| 30D | +17.9% | -43.2% | +61.1% | +18.1% |
| 3M | -2.1% | -30.8% | +28.7% | -1.9% |
| 6M | -2.0% | -28.6% | +26.6% | -2.1% |
| YTD | -32.9% | +14.2% | -47.1% | -32.7% |
| 1Y | -19.2% | +44.4% | -63.6% | -19.9% |
| All | -19.2% | +47.5% | -66.7% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling