+141.4%
DKNG vs FDS
+8.0%
+133.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | +0.9% |
| 7D | -2.3% | -8.8% | +6.5% | +2.3% |
| 30D | -2.5% | -1.4% | -1.1% | -2.3% |
| 3M | -14.2% | +13.9% | -28.1% | -20.8% |
| 6M | -6.0% | +27.4% | -33.4% | -19.1% |
| YTD | -31.3% | -2.5% | -28.9% | -32.5% |
| 1Y | -48.5% | -23.8% | -24.7% | -42.2% |
| 3Y | -25.7% | -32.5% | +6.8% | -12.5% |
| 5Y | -62.8% | -23.2% | -39.7% | -58.6% |
| All | +141.4% | +8.0% | +133.4% | +121.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling