-22.2%
DKNG vs SMR
+44.5%
-66.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -15.7% | +20.0% | +5.3% |
| 7D | +3.0% | -11.2% | +14.3% | +3.5% |
| 30D | -3.0% | -10.2% | +7.2% | -2.7% |
| 3M | -17.6% | -10.0% | -7.6% | -17.6% |
| 6M | -3.2% | -30.5% | +27.2% | -2.7% |
| YTD | -28.2% | -39.2% | +11.0% | -27.5% |
| 1Y | -46.1% | -75.5% | +29.5% | -42.7% |
| 3Y | -22.2% | +45.4% | -67.6% | -26.6% |
| All | -22.2% | +44.5% | -66.6% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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