+152.4%
DKNG vs ICE
+92.7%
+59.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +3.5% |
| 7D | +3.0% | -2.4% | +5.4% | +5.1% |
| 30D | -3.0% | +4.0% | -7.0% | -6.3% |
| 3M | -17.6% | +13.7% | -31.3% | -26.3% |
| 6M | -3.2% | +0.9% | -4.2% | -4.7% |
| YTD | -28.2% | -2.1% | -26.1% | -28.3% |
| 1Y | -46.1% | -9.5% | -36.6% | -42.4% |
| 3Y | -22.2% | +42.1% | -64.3% | -46.0% |
| 5Y | -60.4% | +41.4% | -101.8% | -72.3% |
| All | +152.4% | +92.7% | +59.7% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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