+145.0%
DKNG vs CF
+227.4%
-82.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.1% |
| 7D | -4.9% | +6.0% | -11.0% | -6.2% |
| 30D | +10.3% | +14.8% | -4.5% | +6.9% |
| 3M | -5.4% | +14.1% | -19.4% | -8.5% |
| 6M | -5.6% | +28.5% | -34.1% | -12.6% |
| YTD | -30.3% | +74.9% | -105.3% | -40.3% |
| 1Y | -49.3% | +61.7% | -111.0% | -55.8% |
| 3Y | -19.0% | +80.3% | -99.3% | -33.3% |
| 5Y | -60.7% | +226.0% | -286.6% | -73.9% |
| All | +145.0% | +227.4% | -82.4% | +32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling