+152.4%
DKNG vs XLB
+97.9%
+54.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +4.0% | +4.0% |
| 7D | +3.0% | -2.8% | +5.9% | +5.9% |
| 30D | -3.0% | -3.1% | +0.1% | +0.1% |
| 3M | -17.6% | -0.2% | -17.4% | -17.8% |
| 6M | -3.2% | +3.1% | -6.3% | -7.2% |
| YTD | -28.2% | +13.3% | -41.5% | -37.6% |
| 1Y | -46.1% | +12.0% | -58.1% | -52.6% |
| 3Y | -22.2% | +31.4% | -53.6% | -41.3% |
| 5Y | -60.4% | +33.9% | -94.3% | -69.7% |
| All | +152.4% | +97.9% | +54.5% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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