-59.1%
DKNG vs SITM
+187.3%
-246.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.5% | -1.2% | +2.8% |
| 7D | +3.0% | +3.9% | -0.8% | +2.0% |
| 30D | -3.0% | -6.6% | +3.6% | -1.8% |
| 3M | -17.6% | -11.9% | -5.7% | -17.7% |
| 6M | -3.2% | +81.1% | -84.4% | -26.1% |
| YTD | -28.2% | +80.0% | -108.2% | -46.8% |
| 1Y | -46.1% | +145.8% | -191.9% | -65.4% |
| 3Y | -22.2% | +475.9% | -498.1% | -70.7% |
| All | -59.1% | +187.3% | -246.4% | -81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling