+141.4%
DKNG vs FFIV
+177.1%
-35.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.7% | -3.0% |
| 7D | -2.3% | +3.5% | -5.7% | -4.1% |
| 30D | -2.5% | -1.3% | -1.2% | -2.5% |
| 3M | -14.2% | +2.4% | -16.6% | -16.6% |
| 6M | -6.0% | +41.8% | -47.8% | -24.9% |
| YTD | -31.3% | +58.5% | -89.9% | -49.0% |
| 1Y | -48.5% | +24.3% | -72.8% | -56.2% |
| 3Y | -25.7% | +152.0% | -177.7% | -59.8% |
| 5Y | -62.8% | +99.1% | -162.0% | -77.5% |
| All | +141.4% | +177.1% | -35.7% | +6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling