+252.4%
FERG vs DKNG
+152.4%
+100.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.6% | +0.3% |
| 7D | -2.6% | +3.0% | -5.6% | -2.9% |
| 30D | -8.9% | -3.0% | -5.9% | -8.7% |
| 3M | -2.0% | -17.6% | +15.5% | -0.5% |
| 6M | -3.2% | -3.2% | +0.1% | -3.6% |
| YTD | +1.5% | -28.2% | +29.7% | +3.9% |
| 1Y | +0.5% | -46.1% | +46.5% | +5.6% |
| 3Y | +50.4% | -22.2% | +72.6% | +51.2% |
| 5Y | +68.7% | -60.4% | +129.1% | +59.0% |
| All | +252.4% | +152.4% | +100.0% | +281.8% |
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