+152.4%
DKNG vs FFIV
+182.0%
-29.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.3% | +1.0% | +2.5% |
| 7D | +3.0% | +5.4% | -2.4% | +0.1% |
| 30D | -3.0% | -2.7% | -0.4% | -2.2% |
| 3M | -17.6% | +4.5% | -22.1% | -20.7% |
| 6M | -3.2% | +42.2% | -45.5% | -22.8% |
| YTD | -28.2% | +61.3% | -89.5% | -47.2% |
| 1Y | -46.1% | +23.0% | -69.1% | -53.8% |
| 3Y | -22.2% | +156.3% | -178.4% | -58.2% |
| 5Y | -60.4% | +102.9% | -163.2% | -76.3% |
| All | +152.4% | +182.0% | -29.5% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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