+152.4%
DKNG vs SYF
+146.8%
+5.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +4.0% |
| 7D | +3.0% | -4.9% | +8.0% | +5.3% |
| 30D | -3.0% | -4.3% | +1.3% | -1.2% |
| 3M | -17.6% | +5.5% | -23.1% | -20.3% |
| 6M | -3.2% | +17.5% | -20.8% | -11.3% |
| YTD | -28.2% | -7.8% | -20.4% | -27.0% |
| 1Y | -46.1% | +1.6% | -47.7% | -47.6% |
| 3Y | -22.2% | +154.8% | -177.0% | -52.0% |
| 5Y | -60.4% | +79.5% | -139.9% | -72.5% |
| All | +152.4% | +146.8% | +5.7% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 10y: compounded portfolio wealth divided by compounded SYF 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…
10y analysis · Full analysis span regression · 6 months rolling