-9.4%
DKNG vs FPS
-13.7%
+4.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -17.3% | +22.7% | +4.2% |
| 7D | +13.8% | -23.3% | +37.2% | +12.1% |
| 30D | +17.9% | -42.4% | +60.3% | +14.9% |
| 3M | -2.1% | -43.0% | +40.9% | -4.5% |
| 6M | -2.0% | -44.5% | +42.5% | -5.5% |
| All | -9.4% | -13.7% | +4.2% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 1y: compounded portfolio wealth divided by compounded FPS 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…
1y analysis · Full analysis span regression · 6 months rolling