+152.4%
DKNG vs SPYG
+222.9%
-70.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +3.4% |
| 7D | +3.0% | -0.9% | +3.9% | +4.2% |
| 30D | -3.0% | -1.5% | -1.5% | -1.2% |
| 3M | -17.6% | +3.7% | -21.3% | -22.1% |
| 6M | -3.2% | +16.4% | -19.7% | -21.7% |
| YTD | -28.2% | +13.3% | -41.5% | -40.0% |
| 1Y | -46.1% | +17.9% | -63.9% | -57.4% |
| 3Y | -22.2% | +98.3% | -120.5% | -68.9% |
| 5Y | -60.4% | +86.4% | -146.8% | -82.0% |
| All | +152.4% | +222.9% | -70.5% | -25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling