+575.9%
FCX vs DKNG
+152.4%
+423.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.5% | -1.0% |
| 7D | -2.3% | +3.0% | -5.3% | -2.9% |
| 30D | +2.7% | -3.0% | +5.7% | +3.2% |
| 3M | +7.4% | -17.6% | +25.0% | +10.6% |
| 6M | +16.0% | -3.2% | +19.3% | +14.8% |
| YTD | +40.9% | -28.2% | +69.1% | +47.4% |
| 1Y | +56.4% | -46.1% | +102.5% | +72.4% |
| 3Y | +84.2% | -22.2% | +106.4% | +82.1% |
| 5Y | +114.6% | -60.4% | +175.0% | +127.2% |
| All | +575.9% | +152.4% | +423.5% | +297.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DKNG.
Daily Out/Under-Performance
Portfolio return minus DKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKNG 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 DKNG 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