+152.4%
DKNG vs FANG
+156.3%
-3.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -18.9% |
| 6M | -3.2% | +17.3% | -20.6% | -6.8% |
| YTD | -28.2% | +38.7% | -66.9% | -33.2% |
| 1Y | -46.1% | +51.6% | -97.7% | -50.7% |
| 3Y | -22.2% | +50.0% | -72.1% | -29.9% |
| 5Y | -60.4% | +237.6% | -297.9% | -68.8% |
| All | +152.4% | +156.3% | -3.9% | +71.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling