-22.2%
DKNG vs FANG
+45.3%
-67.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.4% |
| 7D | +3.0% | +2.9% | +0.2% | +2.5% |
| 30D | -3.0% | +2.6% | -5.6% | -3.6% |
| 3M | -17.6% | +7.6% | -25.2% | -19.0% |
| 6M | -3.2% | +17.3% | -20.6% | -7.4% |
| YTD | -28.2% | +38.7% | -66.9% | -34.2% |
| 1Y | -46.1% | +51.6% | -97.7% | -51.8% |
| 3Y | -22.2% | +50.0% | -72.1% | -30.2% |
| All | -22.2% | +45.3% | -67.4% | -30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling