+152.4%
DKNG vs FIVE
+100.0%
+52.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.4% | +3.0% | +3.8% |
| 7D | +3.0% | -3.0% | +6.1% | +4.3% |
| 30D | -3.0% | +2.7% | -5.7% | -4.2% |
| 3M | -17.6% | +21.1% | -38.7% | -24.0% |
| 6M | -3.2% | +11.9% | -15.2% | -9.6% |
| YTD | -28.2% | +29.9% | -58.1% | -37.1% |
| 1Y | -46.1% | +67.8% | -113.9% | -57.6% |
| 3Y | -22.2% | +52.8% | -75.0% | -42.9% |
| 5Y | -60.4% | +31.3% | -91.7% | -69.6% |
| All | +152.4% | +100.0% | +52.4% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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