+54.4%
SAP vs DKNG
-63.0%
+117.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -5.1% | -2.0% | -3.1% | -4.8% |
| 30D | -1.8% | -6.4% | +4.7% | -0.9% |
| 3M | +20.9% | -17.6% | +38.6% | +24.2% |
| 6M | +7.0% | -5.7% | +12.7% | +7.2% |
| YTD | -13.7% | -31.2% | +17.5% | -9.9% |
| 1Y | -19.6% | -48.1% | +28.5% | -12.8% |
| 3Y | +52.4% | -25.6% | +78.0% | +52.8% |
| 5Y | +54.4% | -62.0% | +116.5% | +45.6% |
| All | +54.4% | -63.0% | +117.4% | +45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling