+141.9%
DKNG vs CF
+231.7%
-89.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.7% |
| 7D | -2.0% | -2.0% | 0.0% | -1.6% |
| 30D | -6.4% | +15.3% | -21.7% | -9.3% |
| 3M | -17.6% | +24.3% | -41.9% | -21.8% |
| 6M | -5.7% | +23.9% | -29.6% | -11.8% |
| YTD | -31.2% | +77.3% | -108.4% | -41.2% |
| 1Y | -48.1% | +58.7% | -106.8% | -54.5% |
| 3Y | -25.6% | +72.8% | -98.4% | -37.9% |
| 5Y | -62.0% | +228.8% | -290.8% | -74.9% |
| All | +141.9% | +231.7% | -89.7% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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