+152.4%
DKNG vs FCUV
-99.5%
+252.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.3% | +1.1% | +4.3% |
| 7D | +3.0% | -66.5% | +69.5% | +3.7% |
| 30D | -3.0% | +5.0% | -8.0% | -3.6% |
| 3M | -17.6% | +63.8% | -81.4% | -21.8% |
| 6M | -3.2% | -67.8% | +64.6% | -5.4% |
| YTD | -28.2% | -82.4% | +54.2% | -29.0% |
| 1Y | -46.1% | -94.7% | +48.7% | -45.4% |
| 3Y | -22.2% | -99.3% | +77.1% | -21.4% |
| 5Y | -60.4% | -99.9% | +39.5% | -58.8% |
| All | +152.4% | -99.5% | +252.0% | +146.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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