+152.4%
DKNG vs IR
+123.7%
+28.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.6% | +4.4% |
| 7D | +3.0% | -4.5% | +7.5% | +5.3% |
| 30D | -3.0% | -13.9% | +10.9% | +4.1% |
| 3M | -17.6% | -0.3% | -17.2% | -18.5% |
| 6M | -3.2% | -14.3% | +11.1% | +1.6% |
| YTD | -28.2% | -7.9% | -20.3% | -28.4% |
| 1Y | -46.1% | -9.9% | -36.2% | -45.7% |
| 3Y | -22.2% | +6.5% | -28.7% | -29.5% |
| 5Y | -60.4% | +34.0% | -94.4% | -68.4% |
| All | +152.4% | +123.7% | +28.8% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling