-47.7%
DKNG vs FIGR
-0.1%
-47.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.7% |
| 7D | -4.9% | -0.2% | -4.7% | -5.0% |
| 30D | +10.3% | +25.2% | -14.8% | +9.0% |
| 3M | -5.4% | +14.8% | -20.2% | -6.4% |
| 6M | -5.6% | +17.9% | -23.5% | -7.7% |
| YTD | -30.3% | -11.9% | -18.4% | -31.5% |
| All | -47.7% | -0.1% | -47.5% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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