+152.4%
DKNG vs JD
-3.6%
+156.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | +3.0% | -4.2% | +7.3% | +4.6% |
| 30D | -3.0% | -14.4% | +11.4% | +2.3% |
| 3M | -17.6% | -3.6% | -14.0% | -16.7% |
| 6M | -3.2% | -0.3% | -2.9% | -4.4% |
| YTD | -28.2% | -2.4% | -25.9% | -28.5% |
| 1Y | -46.1% | -18.5% | -27.5% | -42.9% |
| 3Y | -22.2% | -7.0% | -15.2% | -28.6% |
| 5Y | -60.4% | -61.7% | +1.3% | -50.9% |
| All | +152.4% | -3.6% | +156.1% | +124.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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