+145.0%
DKNG vs FICO
+170.3%
-25.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -16.7% | +15.9% | +6.8% |
| 7D | -4.9% | -19.2% | +14.2% | +3.7% |
| 30D | +10.3% | -14.6% | +24.9% | +17.0% |
| 3M | -5.4% | -20.1% | +14.7% | +1.8% |
| 6M | -5.6% | -36.3% | +30.7% | +10.4% |
| YTD | -30.3% | -44.9% | +14.5% | -13.0% |
| 1Y | -49.3% | -38.6% | -10.7% | -41.6% |
| 3Y | -19.0% | +4.0% | -23.0% | -36.6% |
| 5Y | -60.7% | +99.5% | -160.2% | -79.0% |
| All | +145.0% | +170.3% | -25.3% | +17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling