-49.3%
DKNG vs FICO
-39.1%
-10.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -16.7% | +15.9% | +2.2% |
| 7D | -4.9% | -19.2% | +14.2% | -1.6% |
| 30D | +10.3% | -14.6% | +24.9% | +13.0% |
| 3M | -5.4% | -20.1% | +14.7% | -2.1% |
| 6M | -5.6% | -36.3% | +30.7% | +0.7% |
| YTD | -30.3% | -44.9% | +14.5% | -24.8% |
| 1Y | -49.3% | -38.6% | -10.7% | -46.8% |
| All | -49.3% | -39.1% | -10.3% | -46.8% |
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