-19.2%
DKNG vs JBL
+20.8%
-40.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.8% | +10.2% | +5.3% |
| 7D | +13.8% | -11.1% | +25.0% | +13.7% |
| 30D | +17.9% | -14.1% | +32.0% | +18.0% |
| 3M | -2.1% | -23.9% | +21.8% | -2.2% |
| 6M | -2.0% | -24.1% | +22.1% | -3.2% |
| YTD | -32.9% | +13.5% | -46.4% | -40.0% |
| 1Y | -19.2% | +23.7% | -42.9% | -31.3% |
| All | -19.2% | +20.8% | -40.0% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 1y: compounded portfolio wealth divided by compounded JBL 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…
1y analysis · Full analysis span regression · 6 months rolling