-22.2%
DKNG vs FSLR
+12.8%
-35.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +4.3% |
| 7D | +3.0% | +2.2% | +0.8% | +2.8% |
| 30D | -3.0% | -7.8% | +4.8% | -2.3% |
| 3M | -17.6% | -22.9% | +5.3% | -15.7% |
| 6M | -3.2% | +4.4% | -7.6% | -4.8% |
| YTD | -28.2% | -20.0% | -8.2% | -27.5% |
| 1Y | -46.1% | +2.8% | -48.9% | -47.4% |
| 3Y | -22.2% | +16.5% | -38.7% | -30.5% |
| All | -22.2% | +12.8% | -35.0% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 FSLR 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