-22.2%
DKNG vs SM
-0.9%
-21.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.6% | +4.4% |
| 7D | +3.0% | +4.6% | -1.5% | +2.3% |
| 30D | -3.0% | +18.2% | -21.2% | -5.9% |
| 3M | -17.6% | +22.5% | -40.1% | -20.9% |
| 6M | -3.2% | +50.6% | -53.8% | -12.4% |
| YTD | -28.2% | +108.1% | -136.3% | -40.0% |
| 1Y | -46.1% | +46.0% | -92.1% | -51.3% |
| 3Y | -22.2% | +2.9% | -25.0% | -27.8% |
| All | -22.2% | -0.9% | -21.3% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 3y: compounded portfolio wealth divided by compounded SM 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…
3y analysis · Full analysis span regression · 6 months rolling