+152.4%
DKNG vs SPY
+181.3%
-28.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.5% | +3.2% |
| 7D | +3.0% | -0.8% | +3.8% | +4.2% |
| 30D | -3.0% | -1.1% | -2.0% | -1.5% |
| 3M | -17.6% | +3.9% | -21.5% | -22.1% |
| 6M | -3.2% | +13.6% | -16.9% | -19.9% |
| YTD | -28.2% | +12.7% | -40.9% | -39.8% |
| 1Y | -46.1% | +17.5% | -63.6% | -57.5% |
| 3Y | -22.2% | +76.9% | -99.1% | -65.2% |
| 5Y | -60.4% | +83.6% | -144.0% | -82.0% |
| All | +152.4% | +181.3% | -28.8% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling