-22.2%
DKNG vs FLUT
-42.2%
+20.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.4% | +3.0% |
| 7D | +3.0% | +0.4% | +2.6% | +2.7% |
| 30D | -3.0% | +2.5% | -5.5% | -4.7% |
| 3M | -17.6% | -9.2% | -8.3% | -12.0% |
| 6M | -3.2% | -8.2% | +5.0% | +2.4% |
| YTD | -28.2% | -53.2% | +25.0% | +18.8% |
| 1Y | -46.1% | -65.6% | +19.5% | +9.0% |
| 3Y | -22.2% | -43.6% | +21.4% | +16.4% |
| All | -22.2% | -42.2% | +20.0% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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