+141.4%
DKNG vs SPG
+91.2%
+50.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.6% | -0.1% |
| 7D | -2.3% | -1.7% | -0.6% | -1.7% |
| 30D | -2.5% | -6.3% | +3.8% | -0.4% |
| 3M | -14.2% | -2.4% | -11.8% | -13.6% |
| 6M | -6.0% | +9.6% | -15.6% | -9.1% |
| YTD | -31.3% | +14.2% | -45.5% | -34.7% |
| 1Y | -48.5% | +19.3% | -67.8% | -51.7% |
| 3Y | -25.7% | +106.7% | -132.4% | -41.8% |
| 5Y | -62.8% | +104.2% | -167.1% | -70.6% |
| All | +141.4% | +91.2% | +50.2% | +94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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