-22.2%
DKNG vs FLEX
+481.3%
-503.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +7.2% | -2.8% | +3.1% |
| 7D | +3.0% | +5.7% | -2.7% | +2.0% |
| 30D | -3.0% | -7.0% | +4.0% | -2.0% |
| 3M | -17.6% | -23.8% | +6.2% | -14.7% |
| 6M | -3.2% | +82.6% | -85.9% | -26.1% |
| YTD | -28.2% | +91.6% | -119.8% | -46.8% |
| 1Y | -46.1% | +100.6% | -146.6% | -61.2% |
| 3Y | -22.2% | +479.8% | -502.0% | -60.2% |
| All | -22.2% | +481.3% | -503.5% | -60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling