-59.1%
DKNG vs USFR
+20.6%
-79.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.3% | +4.4% |
| 7D | +3.0% | +0.1% | +2.9% | +3.1% |
| 30D | -3.0% | +0.4% | -3.4% | -2.9% |
| 3M | -17.6% | +1.0% | -18.6% | -17.1% |
| 6M | -3.2% | +2.0% | -5.2% | -1.7% |
| YTD | -28.2% | +2.8% | -31.0% | -26.3% |
| 1Y | -46.1% | +4.1% | -50.2% | -44.2% |
| 3Y | -22.2% | +14.1% | -36.3% | -12.3% |
| All | -59.1% | +20.6% | -79.7% | -46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling