+152.4%
DKNG vs FCEL
+39.4%
+113.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.4% | +4.1% |
| 7D | +3.0% | +6.3% | -3.2% | +1.9% |
| 30D | -3.0% | -26.7% | +23.7% | +0.1% |
| 3M | -17.6% | -10.2% | -7.4% | -20.3% |
| 6M | -3.2% | +123.5% | -126.7% | -21.9% |
| YTD | -28.2% | +117.4% | -145.6% | -42.6% |
| 1Y | -46.1% | +146.0% | -192.0% | -58.9% |
| 3Y | -22.2% | -61.9% | +39.7% | -30.8% |
| 5Y | -60.4% | -90.5% | +30.1% | -57.3% |
| All | +152.4% | +39.4% | +113.1% | +150.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 10y: compounded portfolio wealth divided by compounded FCEL 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…
10y analysis · Full analysis span regression · 6 months rolling