+102.8%
IWM vs DKNG
+152.4%
-49.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | -0.4% |
| 7D | -2.4% | +3.0% | -5.4% | -3.0% |
| 30D | -4.6% | -3.0% | -1.5% | -4.2% |
| 3M | -0.3% | -17.6% | +17.3% | +2.7% |
| 6M | +14.7% | -3.2% | +18.0% | +13.7% |
| YTD | +17.8% | -28.2% | +46.1% | +23.2% |
| 1Y | +21.2% | -46.1% | +67.3% | +33.3% |
| 3Y | +62.3% | -22.2% | +84.5% | +60.9% |
| 5Y | +38.7% | -60.4% | +99.1% | +42.2% |
| All | +102.8% | +152.4% | -49.6% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DKNG.
Daily Out/Under-Performance
Portfolio return minus DKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKNG 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 DKNG 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