-22.2%
DKNG vs FIVE
+50.7%
-72.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.4% | +3.0% | +4.1% |
| 7D | +3.0% | -3.0% | +6.1% | +3.7% |
| 30D | -3.0% | +2.7% | -5.7% | -3.6% |
| 3M | -17.6% | +21.1% | -38.7% | -20.9% |
| 6M | -3.2% | +11.9% | -15.2% | -6.5% |
| YTD | -28.2% | +29.9% | -58.1% | -33.0% |
| 1Y | -46.1% | +67.8% | -113.9% | -52.4% |
| 3Y | -22.2% | +52.8% | -75.0% | -43.5% |
| All | -22.2% | +50.7% | -72.9% | -43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling