-26.4%
DKNG vs IRE
-85.1%
+58.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +4.3% |
| 7D | +3.0% | -4.5% | +7.5% | +3.1% |
| 30D | -3.0% | -7.8% | +4.8% | -3.0% |
| 3M | -17.6% | -60.0% | +42.4% | -16.7% |
| 6M | -3.2% | -48.3% | +45.0% | -3.2% |
| YTD | -28.2% | -54.5% | +26.3% | -28.3% |
| All | -26.4% | -85.1% | +58.7% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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