+22.7%
DKNG vs FGI
-66.2%
+88.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.4% | -9.2% | 0.0% |
| 7D | -2.0% | +22.8% | -24.8% | -2.4% |
| 30D | -6.4% | +85.9% | -92.4% | -8.7% |
| 3M | -17.6% | +32.4% | -50.0% | -19.1% |
| 6M | -5.7% | +106.3% | -112.0% | -10.1% |
| YTD | -31.2% | +48.4% | -79.6% | -33.8% |
| 1Y | -48.1% | +116.4% | -164.4% | -52.3% |
| 3Y | -25.6% | +9.2% | -34.7% | -30.5% |
| All | +22.7% | -66.2% | +88.9% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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