+141.9%
DKNG vs SPY
+178.9%
-37.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +1.0% |
| 7D | -2.0% | -2.0% | 0.0% | +0.8% |
| 30D | -6.4% | -1.7% | -4.8% | -4.2% |
| 3M | -17.6% | +4.7% | -22.4% | -23.1% |
| 6M | -5.7% | +12.5% | -18.2% | -20.9% |
| YTD | -31.2% | +11.7% | -42.9% | -41.7% |
| 1Y | -48.1% | +17.5% | -65.5% | -59.1% |
| 3Y | -25.6% | +76.6% | -102.1% | -66.6% |
| 5Y | -62.0% | +82.0% | -144.1% | -82.5% |
| All | +141.9% | +178.9% | -37.0% | -22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling