+152.4%
DKNG vs IEFA
+99.5%
+52.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +3.1% |
| 7D | +3.0% | -1.6% | +4.6% | +5.1% |
| 30D | -3.0% | -1.5% | -1.5% | -1.0% |
| 3M | -17.6% | +3.4% | -21.0% | -21.2% |
| 6M | -3.2% | +9.5% | -12.7% | -15.2% |
| YTD | -28.2% | +13.0% | -41.3% | -39.9% |
| 1Y | -46.1% | +18.0% | -64.1% | -57.3% |
| 3Y | -22.2% | +65.4% | -87.5% | -60.9% |
| 5Y | -60.4% | +51.6% | -112.0% | -77.3% |
| All | +152.4% | +99.5% | +52.9% | +4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling