-59.1%
DKNG vs ICE
+40.4%
-99.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +3.5% |
| 7D | +3.0% | -2.4% | +5.4% | +5.2% |
| 30D | -3.0% | +4.0% | -7.0% | -6.4% |
| 3M | -17.6% | +13.7% | -31.3% | -26.6% |
| 6M | -3.2% | +0.9% | -4.2% | -4.6% |
| YTD | -28.2% | -2.1% | -26.1% | -28.3% |
| 1Y | -46.1% | -9.5% | -36.6% | -42.0% |
| 3Y | -22.2% | +42.1% | -64.3% | -49.7% |
| All | -59.1% | +40.4% | -99.5% | -73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling