-59.1%
DKNG vs FANG
+232.6%
-291.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.4% |
| 7D | +3.0% | +2.9% | +0.2% | +2.2% |
| 30D | -3.0% | +2.6% | -5.6% | -3.8% |
| 3M | -17.6% | +7.6% | -25.2% | -19.6% |
| 6M | -3.2% | +17.3% | -20.6% | -8.9% |
| YTD | -28.2% | +38.7% | -66.9% | -36.1% |
| 1Y | -46.1% | +51.6% | -97.7% | -53.4% |
| 3Y | -22.2% | +50.0% | -72.1% | -35.3% |
| All | -59.1% | +232.6% | -291.7% | -73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling