+89.2%
SAP vs DKNG
+143.6%
-54.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | -0.3% | +1.8% | -2.1% | -0.6% |
| 30D | +2.6% | -0.7% | +3.3% | +2.5% |
| 3M | +16.3% | -3.7% | +19.9% | +16.3% |
| 6M | +6.4% | -5.1% | +11.5% | +6.5% |
| YTD | -11.4% | -30.7% | +19.3% | -7.4% |
| 1Y | -20.4% | -48.5% | +28.1% | -13.5% |
| 3Y | +56.5% | -25.1% | +81.6% | +56.7% |
| 5Y | +56.8% | -62.3% | +119.1% | +61.1% |
| All | +89.2% | +143.6% | -54.4% | +34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling