+152.4%
DKNG vs INSM
+484.8%
-332.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.7% | +4.1% |
| 7D | +3.0% | +2.5% | +0.6% | +2.7% |
| 30D | -3.0% | -2.2% | -0.8% | -2.8% |
| 3M | -17.6% | +33.8% | -51.4% | -21.8% |
| 6M | -3.2% | -7.2% | +3.9% | -4.4% |
| YTD | -28.2% | -25.6% | -2.6% | -26.8% |
| 1Y | -46.1% | -11.2% | -34.8% | -47.0% |
| 3Y | -22.2% | +388.3% | -410.5% | -47.7% |
| 5Y | -60.4% | +376.6% | -437.0% | -74.2% |
| All | +152.4% | +484.8% | -332.3% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 all: compounded portfolio wealth divided by compounded INSM 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…
all analysis · Full analysis span regression · 6 months rolling