-22.2%
DKNG vs IEFA
+65.7%
-87.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +3.4% |
| 7D | +3.0% | -1.6% | +4.6% | +4.6% |
| 30D | -3.0% | -1.5% | -1.5% | -1.5% |
| 3M | -17.6% | +3.4% | -21.0% | -20.2% |
| 6M | -3.2% | +9.5% | -12.7% | -12.6% |
| YTD | -28.2% | +13.0% | -41.3% | -37.8% |
| 1Y | -46.1% | +18.0% | -64.1% | -55.5% |
| 3Y | -22.2% | +65.4% | -87.5% | -63.5% |
| All | -22.2% | +65.7% | -87.9% | -63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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