-46.1%
DKNG vs FIGR
-3.1%
-42.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.6% | +9.0% | +4.6% |
| 7D | +3.0% | -3.0% | +6.1% | +3.2% |
| 30D | -3.0% | +13.7% | -16.7% | -3.7% |
| 3M | -17.6% | +23.9% | -41.5% | -18.9% |
| 6M | -3.2% | -8.4% | +5.2% | -3.7% |
| YTD | -28.2% | -14.6% | -13.6% | -29.4% |
| 1Y | -46.1% | +12.1% | -58.2% | -47.8% |
| All | -46.1% | -3.1% | -42.9% | -47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling