-46.1%
DKNG vs FFIV
+26.0%
-72.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.3% | +1.0% | +3.5% |
| 7D | +3.0% | +5.4% | -2.4% | +1.7% |
| 30D | -3.0% | -2.7% | -0.4% | -2.3% |
| 3M | -17.6% | +4.5% | -22.1% | -19.3% |
| 6M | -3.2% | +42.2% | -45.5% | -15.3% |
| YTD | -28.2% | +61.3% | -89.5% | -39.7% |
| 1Y | -46.1% | +23.0% | -69.1% | -52.6% |
| All | -46.1% | +26.0% | -72.1% | -52.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling