+152.4%
DKNG vs FDS
+0.5%
+152.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.6% | +5.0% |
| 7D | +3.0% | -14.0% | +17.0% | +11.0% |
| 30D | -3.0% | -6.2% | +3.2% | -0.4% |
| 3M | -17.6% | +10.2% | -27.8% | -22.6% |
| 6M | -3.2% | +27.4% | -30.7% | -16.9% |
| YTD | -28.2% | -9.3% | -18.9% | -26.9% |
| 1Y | -46.1% | -28.6% | -17.4% | -37.6% |
| 3Y | -22.2% | -36.8% | +14.6% | -5.4% |
| 5Y | -60.4% | -28.6% | -31.8% | -54.3% |
| All | +152.4% | +0.5% | +152.0% | +139.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling