+152.4%
DKNG vs FLEX
+1,413.7%
-1,261.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +7.2% | -2.8% | +2.0% |
| 7D | +3.0% | +5.7% | -2.7% | +1.1% |
| 30D | -3.0% | -7.0% | +4.0% | -1.2% |
| 3M | -17.6% | -23.8% | +6.2% | -12.5% |
| 6M | -3.2% | +82.6% | -85.9% | -32.3% |
| YTD | -28.2% | +91.6% | -119.8% | -51.5% |
| 1Y | -46.1% | +100.6% | -146.6% | -64.7% |
| 3Y | -22.2% | +479.8% | -502.0% | -70.2% |
| 5Y | -60.4% | +746.5% | -806.9% | -87.2% |
| All | +152.4% | +1,413.7% | -1,261.2% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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