-19.2%
DKNG vs FICO
-57.1%
+37.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.2% | +8.6% | +6.1% |
| 7D | +13.8% | +0.4% | +13.4% | +13.7% |
| 30D | +17.9% | +1.7% | +16.3% | +16.6% |
| 3M | -2.1% | -33.0% | +30.9% | +4.7% |
| 6M | -2.0% | -33.9% | +31.9% | +5.1% |
| YTD | -32.9% | -58.5% | +25.6% | -17.4% |
| 1Y | -19.2% | -56.4% | +37.1% | -5.9% |
| All | -19.2% | -57.1% | +37.9% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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