-13.3%
DKNG vs JEPI
+93.8%
-107.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.7% | +2.9% |
| 7D | +3.0% | -1.0% | +4.0% | +5.2% |
| 30D | -3.0% | -1.4% | -1.6% | 0.0% |
| 3M | -17.6% | +3.5% | -21.1% | -23.1% |
| 6M | -3.2% | +1.9% | -5.2% | -7.2% |
| YTD | -28.2% | +4.4% | -32.6% | -34.7% |
| 1Y | -46.1% | +7.2% | -53.3% | -53.4% |
| 3Y | -22.2% | +29.8% | -51.9% | -55.3% |
| 5Y | -60.4% | +41.7% | -102.1% | -80.4% |
| All | -13.3% | +93.8% | -107.1% | -80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI 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 JEPI 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