+268.6%
JPM vs DKNG
+141.9%
+126.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -2.3% | -2.0% | -0.4% | -2.1% |
| 30D | -2.3% | -6.4% | +4.1% | -1.6% |
| 3M | +14.9% | -17.6% | +32.5% | +17.3% |
| 6M | +23.6% | -5.7% | +29.3% | +23.1% |
| YTD | +11.3% | -31.2% | +42.5% | +15.6% |
| 1Y | +19.9% | -48.1% | +68.0% | +29.1% |
| 3Y | +162.6% | -25.6% | +188.1% | +161.7% |
| 5Y | +154.6% | -62.0% | +216.7% | +164.4% |
| All | +268.6% | +141.9% | +126.7% | +122.6% |
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