+95.1%
DKNG vs CF
+206.7%
-111.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -2.9% |
| 7D | -18.7% | +5.4% | -24.1% | -19.6% |
| 30D | -3.0% | +6.5% | -9.6% | -4.5% |
| 3M | -25.0% | +4.6% | -29.7% | -26.2% |
| 6M | -22.3% | -3.3% | -19.0% | -22.5% |
| YTD | -44.5% | +63.9% | -108.4% | -52.0% |
| 1Y | -39.3% | +50.4% | -89.8% | -46.4% |
| 3Y | -45.4% | +68.2% | -113.7% | -54.4% |
| 5Y | -52.8% | +113.8% | -166.6% | -64.9% |
| All | +95.1% | +206.7% | -111.6% | +6.5% |
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