-49.3%
DKNG vs SITM
+174.8%
-224.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.5% | -7.3% | -0.9% |
| 7D | -4.9% | +9.7% | -14.7% | -5.2% |
| 30D | +10.3% | +12.7% | -2.4% | +9.9% |
| 3M | -5.4% | -13.4% | +8.1% | -5.0% |
| 6M | -5.6% | +59.6% | -65.2% | -8.5% |
| YTD | -30.3% | +73.3% | -103.6% | -32.9% |
| 1Y | -49.3% | +165.5% | -214.9% | -52.9% |
| All | -49.3% | +174.8% | -224.1% | -52.9% |
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