-48.5%
DKNG vs FICO
-36.4%
-12.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.3% | -6.2% | -1.8% |
| 7D | -2.3% | -10.6% | +8.3% | -0.7% |
| 30D | -2.5% | -6.3% | +3.8% | -1.8% |
| 3M | -14.2% | -19.7% | +5.5% | -11.4% |
| 6M | -6.0% | -31.8% | +25.8% | -0.9% |
| YTD | -31.3% | -41.8% | +10.5% | -26.5% |
| 1Y | -48.5% | -36.4% | -12.0% | -46.4% |
| All | -48.5% | -36.4% | -12.1% | -46.4% |
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