-2.2%
DKNG vs FGI
-74.8%
+72.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -25.2% | +24.0% | -0.8% |
| 7D | +2.1% | -14.4% | +16.5% | +2.3% |
| 30D | -0.1% | -11.8% | +11.7% | +0.1% |
| 3M | -25.7% | -46.2% | +20.6% | -25.1% |
| 6M | -24.5% | +5.2% | -29.7% | -25.9% |
| YTD | -45.2% | +10.5% | -55.7% | -47.1% |
| 1Y | -36.4% | +25.5% | -61.9% | -39.4% |
| 3Y | -46.9% | -16.0% | -30.9% | -50.5% |
| All | -2.2% | -74.8% | +72.6% | +0.2% |
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