+152.4%
DKNG vs FTV
+8.6%
+143.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.1% |
| 7D | +3.0% | -4.0% | +7.0% | +5.7% |
| 30D | -3.0% | -11.0% | +8.0% | +4.5% |
| 3M | -17.6% | -8.4% | -9.2% | -13.4% |
| 6M | -3.2% | -2.6% | -0.7% | -3.0% |
| YTD | -28.2% | -0.6% | -27.6% | -29.7% |
| 1Y | -46.1% | +11.0% | -57.0% | -51.2% |
| 3Y | -22.2% | -6.3% | -15.8% | -21.3% |
| 5Y | -60.4% | -1.5% | -58.8% | -62.3% |
| All | +152.4% | +8.6% | +143.8% | +111.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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