+180.5%
SPYM vs DKNG
+141.9%
+38.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -2.0% | -2.0% | 0.0% | -1.7% |
| 30D | -1.6% | -6.4% | +4.8% | -0.8% |
| 3M | +4.7% | -17.6% | +22.4% | +7.1% |
| 6M | +12.6% | -5.7% | +18.3% | +12.3% |
| YTD | +11.8% | -31.2% | +43.0% | +16.2% |
| 1Y | +17.5% | -48.1% | +65.6% | +26.6% |
| 3Y | +77.0% | -25.6% | +102.5% | +76.4% |
| 5Y | +82.6% | -62.0% | +144.6% | +85.5% |
| All | +180.5% | +141.9% | +38.6% | +78.4% |
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