-49.3%
DKNG vs FANG
+43.7%
-93.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.7% |
| 7D | -4.9% | +0.8% | -5.7% | -5.0% |
| 30D | +10.3% | +7.6% | +2.7% | +9.7% |
| 3M | -5.4% | -1.3% | -4.1% | -5.6% |
| 6M | -5.6% | +14.7% | -20.2% | -9.2% |
| YTD | -30.3% | +34.8% | -65.1% | -36.4% |
| 1Y | -49.3% | +42.9% | -92.3% | -55.9% |
| All | -49.3% | +43.7% | -93.1% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling