-22.2%
DKNG vs IRM
+102.2%
-124.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.0% | +2.3% | +3.7% |
| 7D | +3.0% | -1.4% | +4.5% | +3.5% |
| 30D | -3.0% | -7.4% | +4.4% | -1.0% |
| 3M | -17.6% | -7.4% | -10.2% | -16.2% |
| 6M | -3.2% | +8.7% | -11.9% | -8.0% |
| YTD | -28.2% | +40.9% | -69.2% | -39.8% |
| 1Y | -46.1% | +20.5% | -66.6% | -51.5% |
| 3Y | -22.2% | +101.7% | -123.9% | -57.9% |
| All | -22.2% | +102.2% | -124.3% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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