-59.1%
DKNG vs JHX
-27.7%
-31.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.4% | +4.0% |
| 7D | +3.0% | -6.3% | +9.4% | +5.2% |
| 30D | -3.0% | -7.7% | +4.7% | -0.4% |
| 3M | -17.6% | +19.2% | -36.8% | -22.3% |
| 6M | -3.2% | +38.3% | -41.5% | -14.5% |
| YTD | -28.2% | +37.2% | -65.4% | -36.9% |
| 1Y | -46.1% | +42.3% | -88.3% | -53.7% |
| 3Y | -22.2% | -4.4% | -17.8% | -33.5% |
| All | -59.1% | -27.7% | -31.4% | -63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling