+141.9%
DKNG vs SMTC
+197.9%
-56.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.9% |
| 7D | -2.0% | +17.5% | -19.5% | -5.9% |
| 30D | -6.4% | +21.3% | -27.7% | -11.7% |
| 3M | -17.6% | +3.1% | -20.8% | -21.2% |
| 6M | -5.7% | +81.7% | -87.4% | -25.4% |
| YTD | -31.2% | +115.9% | -147.1% | -48.8% |
| 1Y | -48.1% | +157.8% | -205.9% | -64.1% |
| 3Y | -25.6% | +557.3% | -582.8% | -70.0% |
| 5Y | -62.0% | +114.7% | -176.7% | -76.0% |
| All | +141.9% | +197.9% | -56.0% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 all: compounded portfolio wealth divided by compounded SMTC 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…
all analysis · Full analysis span regression · 6 months rolling