-59.1%
DKNG vs AFL
+133.8%
-192.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +4.0% |
| 7D | +3.0% | -1.6% | +4.7% | +4.0% |
| 30D | -3.0% | -4.0% | +1.0% | -1.0% |
| 3M | -17.6% | -0.5% | -17.1% | -17.7% |
| 6M | -3.2% | +6.5% | -9.8% | -7.3% |
| YTD | -28.2% | +6.2% | -34.4% | -31.3% |
| 1Y | -46.1% | +8.3% | -54.3% | -49.2% |
| 3Y | -22.2% | +62.5% | -84.7% | -47.2% |
| All | -59.1% | +133.8% | -192.9% | -81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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