+90.4%
SPGI vs DKNG
+152.4%
-62.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.3% | -0.6% |
| 7D | -7.4% | +3.0% | -10.4% | -7.8% |
| 30D | +0.4% | -3.0% | +3.4% | +0.7% |
| 3M | +5.3% | -17.6% | +22.9% | +7.9% |
| 6M | +1.7% | -3.2% | +4.9% | +1.3% |
| YTD | -16.4% | -28.2% | +11.9% | -13.3% |
| 1Y | -20.5% | -46.1% | +25.6% | -14.4% |
| 3Y | +14.2% | -22.2% | +36.4% | +12.6% |
| 5Y | +0.6% | -60.4% | +61.0% | +2.8% |
| All | +90.4% | +152.4% | -62.0% | +0.7% |
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 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