-49.3%
DKNG vs IJH
+18.2%
-67.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | -4.9% | +0.1% | -5.1% | -5.0% |
| 30D | +10.3% | -1.5% | +11.8% | +11.6% |
| 3M | -5.4% | +0.8% | -6.1% | -5.9% |
| 6M | -5.6% | +7.6% | -13.1% | -11.6% |
| YTD | -30.3% | +15.5% | -45.8% | -40.7% |
| 1Y | -49.3% | +16.9% | -66.3% | -58.3% |
| All | -49.3% | +18.2% | -67.6% | -58.3% |
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