-49.3%
DKNG vs USFR
+4.0%
-53.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.7% |
| 7D | -4.9% | +0.1% | -5.0% | -4.8% |
| 30D | +10.3% | +0.3% | +10.0% | +12.1% |
| 3M | -5.4% | +1.0% | -6.4% | +1.2% |
| 6M | -5.6% | +1.9% | -7.5% | +20.4% |
| YTD | -30.3% | +2.6% | -32.9% | +10.6% |
| 1Y | -49.3% | +4.0% | -53.4% | +9.7% |
| All | -49.3% | +4.0% | -53.3% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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