-22.2%
DKNG vs IJH
+49.7%
-71.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.6% | +3.5% |
| 7D | +3.0% | -1.9% | +4.9% | +5.2% |
| 30D | -3.0% | -4.6% | +1.6% | +2.2% |
| 3M | -17.6% | -1.2% | -16.4% | -16.7% |
| 6M | -3.2% | +9.4% | -12.7% | -13.8% |
| YTD | -28.2% | +13.3% | -41.5% | -39.0% |
| 1Y | -46.1% | +13.4% | -59.5% | -54.1% |
| 3Y | -22.2% | +50.4% | -72.6% | -55.8% |
| All | -22.2% | +49.7% | -71.9% | -55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling