-44.5%
DKNG vs JAAA
+29.4%
-73.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.3% | +4.3% |
| 7D | +3.0% | +0.1% | +3.0% | +3.0% |
| 30D | -3.0% | +0.5% | -3.5% | -3.4% |
| 3M | -17.6% | +1.3% | -18.9% | -18.3% |
| 6M | -3.2% | +2.8% | -6.0% | -5.0% |
| YTD | -28.2% | +3.3% | -31.5% | -29.7% |
| 1Y | -46.1% | +4.9% | -51.0% | -47.8% |
| 3Y | -22.2% | +19.0% | -41.1% | -25.1% |
| 5Y | -60.4% | +26.9% | -87.3% | -62.5% |
| All | -44.5% | +29.4% | -73.9% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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