+90.2%
JEPQ vs DKNG
+64.1%
+26.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.5% | +0.2% |
| 7D | -0.2% | +3.0% | -3.2% | -0.5% |
| 30D | +0.8% | -3.0% | +3.8% | +1.1% |
| 3M | +4.0% | -17.6% | +21.6% | +6.2% |
| 6M | +10.4% | -3.2% | +13.6% | +9.7% |
| YTD | +11.4% | -28.2% | +39.6% | +15.1% |
| 1Y | +18.9% | -46.1% | +65.0% | +27.5% |
| 3Y | +70.3% | -22.2% | +92.5% | +68.5% |
| All | +90.2% | +64.1% | +26.2% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DKNG.
Daily Out/Under-Performance
Portfolio return minus DKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKNG 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 DKNG 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