-19.5%
SAP vs DKNG
-49.6%
+30.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.7% |
| 7D | -2.9% | -4.9% | +2.0% | -2.0% |
| 30D | +9.0% | +10.3% | -1.3% | +6.8% |
| 3M | +14.9% | -5.4% | +20.3% | +14.9% |
| 6M | +11.9% | -5.6% | +17.5% | +10.9% |
| YTD | -9.9% | -30.3% | +20.4% | -9.7% |
| 1Y | -19.5% | -49.3% | +29.8% | -20.7% |
| All | -19.5% | -49.6% | +30.1% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DKNG.
Daily Out/Under-Performance
Portfolio return minus DKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKNG 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 1y: compounded portfolio wealth divided by compounded DKNG 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…
1y analysis · Full analysis span regression · 6 months rolling