+141.9%
DKNG vs IRM
+429.7%
-287.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +1.1% |
| 7D | -2.0% | -1.8% | -0.2% | -1.2% |
| 30D | -6.4% | -7.8% | +1.3% | -3.4% |
| 3M | -17.6% | -7.9% | -9.8% | -15.4% |
| 6M | -5.7% | +6.3% | -12.0% | -10.4% |
| YTD | -31.2% | +38.2% | -69.3% | -43.4% |
| 1Y | -48.1% | +19.8% | -67.9% | -54.3% |
| 3Y | -25.6% | +98.8% | -124.3% | -52.0% |
| 5Y | -62.0% | +191.8% | -253.8% | -79.3% |
| All | +141.9% | +429.7% | -287.7% | +9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling