+141.9%
DKNG vs VFC
-82.3%
+224.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.7% |
| 7D | -2.0% | -3.3% | +1.3% | -0.9% |
| 30D | -6.4% | -14.0% | +7.6% | -1.6% |
| 3M | -17.6% | -22.6% | +4.9% | -11.2% |
| 6M | -5.7% | -24.7% | +19.0% | +1.6% |
| YTD | -31.2% | -29.0% | -2.2% | -24.7% |
| 1Y | -48.1% | -13.8% | -34.3% | -47.5% |
| 3Y | -25.6% | -28.2% | +2.7% | -31.0% |
| 5Y | -62.0% | -79.0% | +17.0% | -37.8% |
| All | +141.9% | -82.3% | +224.3% | +266.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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