+152.4%
DKNG vs JHX
+120.3%
+32.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.4% | +4.0% |
| 7D | +3.0% | -6.3% | +9.4% | +5.3% |
| 30D | -3.0% | -7.7% | +4.7% | -0.3% |
| 3M | -17.6% | +19.2% | -36.8% | -22.6% |
| 6M | -3.2% | +38.3% | -41.5% | -15.0% |
| YTD | -28.2% | +37.2% | -65.4% | -37.2% |
| 1Y | -46.1% | +42.3% | -88.3% | -54.0% |
| 3Y | -22.2% | -4.4% | -17.8% | -31.5% |
| 5Y | -60.4% | -26.4% | -34.0% | -62.8% |
| All | +152.4% | +120.3% | +32.1% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 10y: compounded portfolio wealth divided by compounded JHX 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…
10y analysis · Full analysis span regression · 6 months rolling