-22.2%
DKNG vs SRE
+28.3%
-50.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.5% |
| 7D | +3.0% | -0.8% | +3.9% | +3.2% |
| 30D | -3.0% | -3.0% | 0.0% | -2.7% |
| 3M | -17.6% | -8.3% | -9.3% | -16.5% |
| 6M | -3.2% | -8.9% | +5.7% | -1.9% |
| YTD | -28.2% | -4.3% | -23.9% | -28.2% |
| 1Y | -46.1% | +2.7% | -48.8% | -47.3% |
| 3Y | -22.2% | +28.7% | -50.8% | -28.5% |
| All | -22.2% | +28.3% | -50.4% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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