-15.8%
DKNG vs IJH
+12.9%
-28.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.9% | +5.7% | +4.3% |
| 7D | +13.5% | -3.4% | +16.9% | +15.9% |
| 30D | +19.1% | -3.1% | +22.2% | +21.3% |
| 3M | +8.1% | -6.6% | +14.7% | +12.8% |
| 6M | -2.7% | -1.6% | -1.1% | -2.2% |
| YTD | -31.7% | +9.5% | -41.2% | -39.8% |
| 1Y | -15.8% | +12.1% | -27.8% | -29.3% |
| All | -15.8% | +12.9% | -28.6% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 1y: compounded portfolio wealth divided by compounded IJH 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…
1y analysis · Full analysis span regression · 6 months rolling