+2,112.0%
FIX vs DKNG
+92.8%
+2,019.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.2% |
| 7D | +9.4% | +2.1% | +7.4% | +9.1% |
| 30D | -27.8% | -0.1% | -27.7% | -28.6% |
| 3M | -35.6% | -25.7% | -9.9% | -33.5% |
| 6M | -45.2% | -24.5% | -20.7% | -44.4% |
| YTD | +19.5% | -45.2% | +64.7% | +27.3% |
| 1Y | +24.2% | -36.4% | +60.6% | +28.5% |
| 3Y | +494.2% | -46.9% | +541.1% | +526.8% |
| 5Y | +1,036.1% | -53.4% | +1,089.5% | +1,034.5% |
| All | +2,112.0% | +92.8% | +2,019.2% | +1,256.3% |
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