-22.2%
DKNG vs IOT
+23.8%
-46.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.4% |
| 7D | +3.0% | -4.5% | +7.6% | +4.4% |
| 30D | -3.0% | -2.4% | -0.6% | -2.8% |
| 3M | -17.6% | +19.0% | -36.6% | -22.5% |
| 6M | -3.2% | +19.6% | -22.9% | -10.2% |
| YTD | -28.2% | +8.3% | -36.5% | -32.4% |
| 1Y | -46.1% | -0.8% | -45.3% | -48.3% |
| 3Y | -22.2% | +24.4% | -46.6% | -38.0% |
| All | -22.2% | +23.8% | -46.0% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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