+152.4%
DKNG vs FLR
+67.5%
+85.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.1% | +4.1% |
| 7D | +3.0% | -3.5% | +6.5% | +3.7% |
| 30D | -3.0% | +4.2% | -7.2% | -3.9% |
| 3M | -17.6% | +8.1% | -25.7% | -19.3% |
| 6M | -3.2% | +21.5% | -24.8% | -8.1% |
| YTD | -28.2% | +36.8% | -65.0% | -33.5% |
| 1Y | -46.1% | +31.2% | -77.3% | -49.7% |
| 3Y | -22.2% | +53.9% | -76.1% | -30.8% |
| 5Y | -60.4% | +243.0% | -303.4% | -68.5% |
| All | +152.4% | +67.5% | +85.0% | +92.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling