+152.4%
DKNG vs ITOT
+170.8%
-18.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +3.2% |
| 7D | +3.0% | -0.9% | +3.9% | +4.4% |
| 30D | -3.0% | -1.5% | -1.6% | -0.9% |
| 3M | -17.6% | +3.6% | -21.1% | -21.8% |
| 6M | -3.2% | +13.7% | -16.9% | -20.5% |
| YTD | -28.2% | +12.9% | -41.1% | -40.4% |
| 1Y | -46.1% | +17.2% | -63.2% | -57.6% |
| 3Y | -22.2% | +75.6% | -97.8% | -65.6% |
| 5Y | -60.4% | +75.5% | -135.9% | -81.2% |
| All | +152.4% | +170.8% | -18.3% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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