-62.3%
DKNG vs IP
-17.3%
-45.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.1% |
| 7D | +1.8% | +0.1% | +1.8% | +1.8% |
| 30D | -0.7% | -11.2% | +10.6% | +3.5% |
| 3M | -3.7% | +12.3% | -16.0% | -8.6% |
| 6M | -5.1% | -5.2% | +0.2% | -5.0% |
| YTD | -30.7% | -4.0% | -26.8% | -31.6% |
| 1Y | -48.5% | -19.2% | -29.2% | -45.6% |
| 3Y | -25.1% | +20.3% | -45.4% | -39.2% |
| 5Y | -62.3% | -17.5% | -44.9% | -62.8% |
| All | -62.3% | -17.3% | -45.0% | -62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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