+152.4%
DKNG vs SNY
+34.1%
+118.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | +3.0% | -3.3% | +6.4% | +4.2% |
| 30D | -3.0% | -2.2% | -0.9% | -2.3% |
| 3M | -17.6% | -3.0% | -14.6% | -16.7% |
| 6M | -3.2% | +2.7% | -6.0% | -4.2% |
| YTD | -28.2% | -6.8% | -21.4% | -26.7% |
| 1Y | -46.1% | -5.3% | -40.8% | -45.5% |
| 3Y | -22.2% | -9.8% | -12.4% | -22.6% |
| 5Y | -60.4% | +9.7% | -70.1% | -65.5% |
| All | +152.4% | +34.1% | +118.3% | +95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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