+152.4%
DKNG vs EWJ
+108.1%
+44.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -24.7% |
| 6M | -3.2% | +15.6% | -18.8% | -19.9% |
| YTD | -28.2% | +22.7% | -50.9% | -45.3% |
| 1Y | -46.1% | +26.4% | -72.5% | -60.4% |
| 3Y | -22.2% | +72.5% | -94.7% | -62.9% |
| 5Y | -60.4% | +52.4% | -112.8% | -78.4% |
| All | +152.4% | +108.1% | +44.4% | -6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling