-56.6%
DKNG vs FICO
+81.4%
-138.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | -0.2% |
| 7D | -14.3% | -0.1% | -14.2% | -14.3% |
| 30D | -4.5% | +8.4% | -12.9% | -9.0% |
| 3M | -22.2% | -30.5% | +8.3% | -12.1% |
| 6M | -26.7% | -35.7% | +9.0% | -16.0% |
| YTD | -45.7% | -57.2% | +11.5% | -25.0% |
| 1Y | -38.5% | -58.4% | +19.9% | -13.8% |
| 3Y | -46.3% | -24.8% | -21.5% | -58.8% |
| 5Y | -56.6% | +79.3% | -135.8% | -84.2% |
| All | -56.6% | +81.4% | -138.0% | -84.2% |
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 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