-22.2%
DKNG vs FLR
+54.2%
-76.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.1% | +4.0% |
| 7D | +3.0% | -3.5% | +6.5% | +4.0% |
| 30D | -3.0% | +4.2% | -7.2% | -4.3% |
| 3M | -17.6% | +8.1% | -25.7% | -20.4% |
| 6M | -3.2% | +21.5% | -24.8% | -11.8% |
| YTD | -28.2% | +36.8% | -65.0% | -37.6% |
| 1Y | -46.1% | +31.2% | -77.3% | -52.8% |
| 3Y | -22.2% | +53.9% | -76.1% | -49.1% |
| All | -22.2% | +54.2% | -76.4% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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