-62.0%
DKNG vs FICO
+106.9%
-169.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +1.3% |
| 7D | -2.0% | -14.1% | +12.2% | +4.1% |
| 30D | -6.4% | -7.5% | +1.0% | -4.4% |
| 3M | -17.6% | -21.3% | +3.6% | -10.5% |
| 6M | -5.7% | -25.2% | +19.6% | +2.6% |
| YTD | -31.2% | -43.2% | +12.0% | -13.8% |
| 1Y | -48.1% | -37.2% | -10.8% | -40.4% |
| 3Y | -25.6% | +6.8% | -32.3% | -51.3% |
| 5Y | -62.0% | +112.8% | -174.9% | -85.0% |
| All | -62.0% | +106.9% | -169.0% | -85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling