-49.3%
DKNG vs FROG
+83.7%
-133.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.3% |
| 7D | -4.9% | -11.3% | +6.3% | -3.3% |
| 30D | +10.3% | +3.6% | +6.7% | +9.2% |
| 3M | -5.4% | +1.7% | -7.0% | -6.5% |
| 6M | -5.6% | +123.5% | -129.1% | -18.5% |
| YTD | -30.3% | +40.2% | -70.6% | -34.6% |
| 1Y | -49.3% | +81.0% | -130.3% | -57.9% |
| All | -49.3% | +83.7% | -133.1% | -57.9% |
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