+163.4%
JPM vs DKNG
-23.0%
+186.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.6% | +0.3% |
| 7D | -0.7% | +3.0% | -3.7% | -1.0% |
| 30D | -2.5% | -3.0% | +0.6% | -2.2% |
| 3M | +14.1% | -17.6% | +31.7% | +16.5% |
| 6M | +25.1% | -3.2% | +28.3% | +24.3% |
| YTD | +12.1% | -28.2% | +40.3% | +16.2% |
| 1Y | +18.8% | -46.1% | +64.9% | +28.1% |
| 3Y | +163.4% | -22.2% | +185.6% | +167.0% |
| All | +163.4% | -23.0% | +186.4% | +167.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling