+22.5%
DKNG vs FGI
-69.1%
+91.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -0.9% |
| 7D | -2.3% | +14.7% | -17.0% | -2.5% |
| 30D | -2.5% | +67.0% | -69.5% | -4.7% |
| 3M | -14.2% | +31.0% | -45.3% | -15.8% |
| 6M | -6.0% | +126.8% | -132.8% | -10.8% |
| YTD | -31.3% | +35.6% | -67.0% | -33.8% |
| 1Y | -48.5% | +108.9% | -157.4% | -52.8% |
| 3Y | -25.7% | -0.3% | -25.5% | -30.6% |
| All | +22.5% | -69.1% | +91.5% | +25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling