-52.0%
DKNG vs FAST
+106.5%
-158.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.8% |
| 7D | +2.1% | +4.2% | -2.1% | -0.6% |
| 30D | -0.1% | +6.7% | -6.7% | -4.2% |
| 3M | -25.7% | +8.0% | -33.7% | -29.5% |
| 6M | -24.5% | +27.4% | -52.0% | -36.1% |
| YTD | -45.2% | +40.5% | -85.7% | -57.7% |
| 1Y | -36.4% | +38.4% | -74.7% | -50.4% |
| 3Y | -46.9% | +98.7% | -145.6% | -71.8% |
| All | -52.0% | +106.5% | -158.5% | -78.2% |
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