-62.8%
DKNG vs FAST
+103.5%
-166.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.1% |
| 7D | -2.3% | +1.8% | -4.1% | -3.4% |
| 30D | -2.5% | -6.4% | +3.9% | +1.5% |
| 3M | -14.2% | +5.3% | -19.6% | -17.4% |
| 6M | -6.0% | +5.4% | -11.3% | -10.4% |
| YTD | -31.3% | +23.6% | -54.9% | -42.1% |
| 1Y | -48.5% | +4.1% | -52.5% | -51.1% |
| 3Y | -25.7% | +92.4% | -118.1% | -60.2% |
| 5Y | -62.8% | +106.1% | -168.9% | -81.3% |
| All | -62.8% | +103.5% | -166.4% | -81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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