+152.4%
DKNG vs FSLY
+5.4%
+147.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.0% | +2.4% | +3.9% |
| 7D | +3.0% | +12.5% | -9.4% | +0.4% |
| 30D | -3.0% | -18.8% | +15.8% | +0.7% |
| 3M | -17.6% | +22.7% | -40.3% | -22.9% |
| 6M | -3.2% | -3.7% | +0.5% | -11.2% |
| YTD | -28.2% | +127.5% | -155.7% | -51.1% |
| 1Y | -46.1% | +193.5% | -239.6% | -66.8% |
| 3Y | -22.2% | -1.3% | -20.9% | -42.6% |
| 5Y | -60.4% | -47.3% | -13.1% | -70.6% |
| All | +152.4% | +5.4% | +147.0% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 all: compounded portfolio wealth divided by compounded FSLY 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…
all analysis · Full analysis span regression · 6 months rolling