+92.8%
DKNG vs FICO
+108.8%
-16.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | +2.1% | +2.2% | -0.2% | +1.1% |
| 30D | -0.1% | +0.1% | -0.1% | -0.9% |
| 3M | -25.7% | -35.2% | +9.5% | -13.4% |
| 6M | -24.5% | -32.4% | +7.8% | -15.7% |
| YTD | -45.2% | -57.4% | +12.2% | -25.5% |
| 1Y | -36.4% | -58.5% | +22.2% | -12.6% |
| 3Y | -46.9% | -28.9% | -18.1% | -51.3% |
| 5Y | -53.4% | +91.7% | -145.1% | -75.3% |
| All | +92.8% | +108.8% | -16.1% | +0.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling