+152.4%
DKNG vs FDX
+150.3%
+2.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.3% | +4.3% |
| 7D | +3.0% | -3.3% | +6.3% | +4.6% |
| 30D | -3.0% | -4.5% | +1.5% | -1.2% |
| 3M | -17.6% | -7.3% | -10.2% | -15.2% |
| 6M | -3.2% | +7.5% | -10.8% | -8.0% |
| YTD | -28.2% | +35.1% | -63.3% | -39.1% |
| 1Y | -46.1% | +71.4% | -117.5% | -59.3% |
| 3Y | -22.2% | +60.8% | -83.0% | -42.1% |
| 5Y | -60.4% | +65.5% | -125.9% | -71.8% |
| All | +152.4% | +150.3% | +2.1% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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