-5.7%
DKNG vs ICE
-4.8%
-0.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.5% |
| 7D | -2.0% | -5.3% | +3.4% | +1.0% |
| 30D | -6.4% | +3.0% | -9.4% | -8.1% |
| 3M | -17.6% | +11.4% | -29.1% | -22.2% |
| 6M | -5.7% | -2.0% | -3.6% | -1.6% |
| All | -5.7% | -4.8% | -0.9% | -1.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling