+152.4%
DKNG vs FITB
+142.0%
+10.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.1% |
| 7D | +3.0% | -0.3% | +3.3% | +3.2% |
| 30D | -3.0% | -5.7% | +2.7% | -0.6% |
| 3M | -17.6% | +3.2% | -20.7% | -19.1% |
| 6M | -3.2% | +23.4% | -26.7% | -12.9% |
| YTD | -28.2% | +18.8% | -47.0% | -34.6% |
| 1Y | -46.1% | +25.0% | -71.0% | -52.0% |
| 3Y | -22.2% | +131.2% | -153.4% | -48.2% |
| 5Y | -60.4% | +70.7% | -131.1% | -70.0% |
| All | +152.4% | +142.0% | +10.5% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 10y: compounded portfolio wealth divided by compounded FITB 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…
10y analysis · Full analysis span regression · 6 months rolling