+577.3%
FCX vs DKNG
+141.9%
+435.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.2% | -6.8% | -6.6% |
| 7D | -1.9% | -2.0% | +0.1% | -1.5% |
| 30D | +3.4% | -6.4% | +9.8% | +4.7% |
| 3M | +15.0% | -17.6% | +32.6% | +18.5% |
| 6M | +14.6% | -5.7% | +20.3% | +14.0% |
| YTD | +41.2% | -31.2% | +72.4% | +48.9% |
| 1Y | +60.4% | -48.1% | +108.4% | +78.1% |
| 3Y | +88.4% | -25.6% | +114.0% | +87.9% |
| 5Y | +115.0% | -62.0% | +177.1% | +129.6% |
| All | +577.3% | +141.9% | +435.3% | +301.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling