-22.2%
DKNG vs IJR
+52.1%
-74.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +3.8% |
| 7D | +3.0% | -2.2% | +5.2% | +5.2% |
| 30D | -3.0% | -4.6% | +1.6% | +1.6% |
| 3M | -17.6% | +0.2% | -17.8% | -17.8% |
| 6M | -3.2% | +14.7% | -18.0% | -15.9% |
| YTD | -28.2% | +18.9% | -47.1% | -39.9% |
| 1Y | -46.1% | +19.9% | -66.0% | -55.2% |
| 3Y | -22.2% | +53.0% | -75.2% | -52.4% |
| All | -22.2% | +52.1% | -74.2% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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