-22.2%
DKNG vs SPY
+77.0%
-99.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.5% | +3.3% |
| 7D | +3.0% | -0.8% | +3.8% | +4.1% |
| 30D | -3.0% | -1.1% | -2.0% | -1.6% |
| 3M | -17.6% | +3.9% | -21.5% | -21.8% |
| 6M | -3.2% | +13.6% | -16.9% | -19.4% |
| YTD | -28.2% | +12.7% | -40.9% | -39.4% |
| 1Y | -46.1% | +17.5% | -63.6% | -57.2% |
| 3Y | -22.2% | +76.9% | -99.1% | -72.6% |
| All | -22.2% | +77.0% | -99.2% | -72.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling