+141.9%
DKNG vs SYF
+145.0%
-3.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +1.3% |
| 7D | -2.0% | -5.5% | +3.5% | +0.5% |
| 30D | -6.4% | -3.9% | -2.6% | -4.9% |
| 3M | -17.6% | +8.9% | -26.6% | -21.4% |
| 6M | -5.7% | +16.2% | -21.9% | -13.2% |
| YTD | -31.2% | -8.4% | -22.7% | -29.9% |
| 1Y | -48.1% | +2.6% | -50.7% | -49.8% |
| 3Y | -25.6% | +156.4% | -181.9% | -54.2% |
| 5Y | -62.0% | +78.2% | -140.2% | -73.5% |
| All | +141.9% | +145.0% | -3.1% | +39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling