-51.5%
DKNG vs FROG
+22.3%
-73.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +5.0% |
| 7D | +3.0% | -0.5% | +3.5% | +3.2% |
| 30D | -3.0% | +1.3% | -4.3% | -4.6% |
| 3M | -17.6% | +11.1% | -28.7% | -22.6% |
| 6M | -3.2% | +108.3% | -111.6% | -32.2% |
| YTD | -28.2% | +39.6% | -67.8% | -42.5% |
| 1Y | -46.1% | +74.7% | -120.8% | -61.8% |
| 3Y | -22.2% | +224.1% | -246.3% | -65.1% |
| 5Y | -60.4% | +138.4% | -198.8% | -81.4% |
| All | -51.5% | +22.3% | -73.8% | -75.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling