+100.4%
DKNG vs FICO
+111.3%
-10.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.7% | +1.6% |
| 7D | -15.0% | +4.0% | -19.0% | -16.4% |
| 30D | -0.1% | -1.5% | +1.4% | -0.3% |
| 3M | -22.5% | -29.8% | +7.3% | -13.0% |
| 6M | -19.9% | -33.3% | +13.4% | -10.0% |
| YTD | -43.0% | -56.9% | +13.9% | -23.0% |
| 1Y | -35.6% | -59.5% | +23.9% | -10.4% |
| 3Y | -43.9% | -26.9% | -17.1% | -49.3% |
| 5Y | -51.8% | +92.9% | -144.7% | -74.5% |
| All | +100.4% | +111.3% | -10.9% | +4.2% |
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