-19.2%
DKNG vs FDS
+31.1%
-50.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.9% | +2.5% | +4.4% |
| 7D | +13.8% | +9.4% | +4.4% | +10.5% |
| 30D | +17.9% | +23.8% | -5.9% | +9.8% |
| 3M | -2.1% | +25.1% | -27.3% | -9.6% |
| 6M | -2.0% | +53.8% | -55.7% | -15.4% |
| YTD | -32.9% | +19.6% | -52.5% | -40.3% |
| 1Y | -19.2% | +31.6% | -50.9% | -32.5% |
| All | -19.2% | +31.1% | -50.4% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling