-59.1%
DKNG vs EWJ
+50.5%
-109.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.2% | +2.1% | +2.0% |
| 7D | +3.0% | +0.3% | +2.8% | +2.8% |
| 30D | -3.0% | +0.8% | -3.8% | -3.8% |
| 3M | -17.6% | +7.5% | -25.1% | -24.9% |
| 6M | -3.2% | +15.6% | -18.8% | -20.5% |
| YTD | -28.2% | +22.7% | -50.9% | -46.3% |
| 1Y | -46.1% | +26.4% | -72.5% | -61.3% |
| 3Y | -22.2% | +72.5% | -94.7% | -67.3% |
| All | -59.1% | +50.5% | -109.6% | -82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 5y: compounded portfolio wealth divided by compounded EWJ 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…
5y analysis · Full analysis span regression · 6 months rolling