+84.6%
SAP vs DKNG
+152.4%
-67.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | -0.5% |
| 7D | -4.1% | +3.0% | -7.1% | -4.5% |
| 30D | +1.1% | -3.0% | +4.1% | +1.4% |
| 3M | +26.1% | -17.6% | +43.7% | +29.5% |
| 6M | +9.8% | -3.2% | +13.0% | +9.6% |
| YTD | -13.6% | -28.2% | +14.6% | -10.2% |
| 1Y | -18.7% | -46.1% | +27.4% | -12.2% |
| 3Y | +54.1% | -22.2% | +76.3% | +53.4% |
| 5Y | +54.7% | -60.4% | +115.1% | +57.7% |
| All | +84.6% | +152.4% | -67.9% | +30.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling