+143.6%
DKNG vs FIVE
+107.8%
+35.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.9% |
| 7D | +1.8% | +3.7% | -1.8% | +0.3% |
| 30D | -0.7% | +4.0% | -4.6% | -2.4% |
| 3M | -3.7% | +36.2% | -39.9% | -15.0% |
| 6M | -5.1% | +18.0% | -23.1% | -13.2% |
| YTD | -30.7% | +34.9% | -65.6% | -40.2% |
| 1Y | -48.5% | +67.9% | -116.4% | -59.5% |
| 3Y | -25.1% | +57.3% | -82.4% | -45.6% |
| 5Y | -62.3% | +39.5% | -101.9% | -71.8% |
| All | +143.6% | +107.8% | +35.8% | +37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling