-36.4%
DKNG vs FICO
-59.4%
+23.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | +2.1% | +2.2% | -0.2% | +1.6% |
| 30D | -0.1% | +0.1% | -0.1% | -0.5% |
| 3M | -25.7% | -35.2% | +9.5% | -20.1% |
| 6M | -24.5% | -32.4% | +7.8% | -19.7% |
| YTD | -45.2% | -57.4% | +12.2% | -35.5% |
| 1Y | -36.4% | -58.5% | +22.2% | -24.3% |
| All | -36.4% | -59.4% | +23.1% | -24.3% |
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