+271.4%
JPM vs DKNG
+152.4%
+118.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.6% | +0.2% |
| 7D | -0.7% | +3.0% | -3.7% | -1.1% |
| 30D | -2.5% | -3.0% | +0.6% | -2.2% |
| 3M | +14.1% | -17.6% | +31.7% | +16.6% |
| 6M | +25.1% | -3.2% | +28.3% | +24.2% |
| YTD | +12.1% | -28.2% | +40.3% | +15.8% |
| 1Y | +18.8% | -46.1% | +64.9% | +27.3% |
| 3Y | +163.4% | -22.2% | +185.6% | +160.9% |
| 5Y | +156.5% | -60.4% | +216.9% | +164.8% |
| All | +271.4% | +152.4% | +118.9% | +122.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling