+152.4%
DKNG vs IJR
+100.2%
+52.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +3.8% |
| 7D | +3.0% | -2.2% | +5.2% | +5.4% |
| 30D | -3.0% | -4.6% | +1.6% | +1.9% |
| 3M | -17.6% | +0.2% | -17.8% | -17.8% |
| 6M | -3.2% | +14.7% | -18.0% | -16.6% |
| YTD | -28.2% | +18.9% | -47.1% | -40.4% |
| 1Y | -46.1% | +19.9% | -66.0% | -55.6% |
| 3Y | -22.2% | +53.0% | -75.2% | -50.6% |
| 5Y | -60.4% | +40.9% | -101.3% | -71.1% |
| All | +152.4% | +100.2% | +52.2% | +35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling