+145.0%
DKNG vs FAST
+270.2%
-125.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.1% |
| 7D | -4.9% | -0.4% | -4.6% | -4.8% |
| 30D | +10.3% | -0.8% | +11.1% | +10.7% |
| 3M | -5.4% | +5.8% | -11.1% | -8.4% |
| 6M | -5.6% | +8.0% | -13.6% | -10.4% |
| YTD | -30.3% | +25.6% | -56.0% | -39.5% |
| 1Y | -49.3% | +0.8% | -50.2% | -50.5% |
| 3Y | -19.0% | +86.1% | -105.1% | -45.7% |
| 5Y | -60.7% | +100.2% | -160.9% | -74.7% |
| All | +145.0% | +270.2% | -125.2% | +24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling