-19.2%
DKNG vs FROG
+83.7%
-102.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.4% | +7.8% | +5.6% |
| 7D | +13.8% | -14.1% | +27.9% | +15.7% |
| 30D | +17.9% | -11.8% | +29.7% | +19.1% |
| 3M | -2.1% | +0.1% | -2.3% | -3.1% |
| 6M | -2.0% | +64.2% | -66.2% | -9.8% |
| YTD | -32.9% | +38.2% | -71.2% | -36.8% |
| 1Y | -19.2% | +85.4% | -104.6% | -30.3% |
| All | -19.2% | +83.7% | -102.9% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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