-59.1%
DKNG vs SPYG
+85.2%
-144.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +3.2% |
| 7D | +3.0% | -0.9% | +3.9% | +4.3% |
| 30D | -3.0% | -1.5% | -1.5% | -1.0% |
| 3M | -17.6% | +3.7% | -21.3% | -22.8% |
| 6M | -3.2% | +16.4% | -19.7% | -24.7% |
| YTD | -28.2% | +13.3% | -41.5% | -41.9% |
| 1Y | -46.1% | +17.9% | -63.9% | -59.3% |
| 3Y | -22.2% | +98.3% | -120.5% | -76.2% |
| All | -59.1% | +85.2% | -144.3% | -85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling