-22.2%
DKNG vs IBKR
+291.8%
-314.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.2% | +2.2% | +3.6% |
| 7D | +3.0% | -1.3% | +4.4% | +3.5% |
| 30D | -3.0% | -0.2% | -2.8% | -3.1% |
| 3M | -17.6% | +3.0% | -20.5% | -19.2% |
| 6M | -3.2% | +33.9% | -37.1% | -15.1% |
| YTD | -28.2% | +42.5% | -70.7% | -39.1% |
| 1Y | -46.1% | +44.9% | -90.9% | -54.5% |
| 3Y | -22.2% | +293.0% | -315.2% | -52.8% |
| All | -22.2% | +291.8% | -314.0% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 3y: compounded portfolio wealth divided by compounded IBKR 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…
3y analysis · Full analysis span regression · 6 months rolling