+152.4%
DKNG vs IJH
+108.5%
+44.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.6% | +3.4% |
| 7D | +3.0% | -1.9% | +4.9% | +5.3% |
| 30D | -3.0% | -4.6% | +1.6% | +2.5% |
| 3M | -17.6% | -1.2% | -16.4% | -16.7% |
| 6M | -3.2% | +9.4% | -12.7% | -13.9% |
| YTD | -28.2% | +13.3% | -41.5% | -38.9% |
| 1Y | -46.1% | +13.4% | -59.5% | -54.0% |
| 3Y | -22.2% | +50.4% | -72.6% | -52.1% |
| 5Y | -60.4% | +49.0% | -109.3% | -73.6% |
| All | +152.4% | +108.5% | +44.0% | +23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling