+99.0%
SPGI vs DKNG
+143.6%
-44.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.1% |
| 7D | -2.5% | +1.8% | -4.3% | -2.8% |
| 30D | +5.4% | -0.7% | +6.1% | +5.3% |
| 3M | +9.0% | -3.7% | +12.7% | +9.0% |
| 6M | +0.8% | -5.1% | +5.9% | +0.7% |
| YTD | -12.6% | -30.7% | +18.2% | -8.9% |
| 1Y | -16.1% | -48.5% | +32.3% | -9.1% |
| 3Y | +19.0% | -25.1% | +44.0% | +18.0% |
| 5Y | +5.1% | -62.3% | +67.4% | +8.3% |
| All | +99.0% | +143.6% | -44.5% | +5.8% |
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