-25.1%
DKNG vs FICO
+3.2%
-28.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +1.8% | -15.4% | +17.3% | +5.8% |
| 30D | -0.7% | -10.4% | +9.7% | +1.6% |
| 3M | -3.7% | -22.7% | +19.0% | +1.8% |
| 6M | -5.1% | -36.8% | +31.7% | +5.2% |
| YTD | -30.7% | -44.8% | +14.1% | -20.3% |
| 1Y | -48.5% | -39.3% | -9.1% | -43.2% |
| 3Y | -25.1% | +3.7% | -28.8% | -44.8% |
| All | -25.1% | +3.2% | -28.3% | -44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling