-17.2%
DKNG vs SPYG
+11.2%
-28.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.3% | +4.1% | +5.0% |
| 7D | +13.8% | -2.8% | +16.6% | +14.7% |
| 30D | +17.9% | -6.2% | +24.1% | +20.0% |
| 3M | -2.1% | -3.6% | +1.5% | -1.1% |
| 6M | -2.0% | +4.8% | -6.7% | -4.3% |
| YTD | -32.9% | +11.0% | -43.9% | -37.9% |
| All | -17.2% | +11.2% | -28.4% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling