-59.1%
DKNG vs SM
+108.4%
-167.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.6% | +4.4% |
| 7D | +3.0% | +4.6% | -1.5% | +2.0% |
| 30D | -3.0% | +18.2% | -21.2% | -6.9% |
| 3M | -17.6% | +22.5% | -40.1% | -22.2% |
| 6M | -3.2% | +50.6% | -53.8% | -14.8% |
| YTD | -28.2% | +108.1% | -136.3% | -42.4% |
| 1Y | -46.1% | +46.0% | -92.1% | -52.6% |
| 3Y | -22.2% | +2.9% | -25.0% | -28.9% |
| All | -59.1% | +108.4% | -167.5% | -70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling