-22.2%
DKNG vs XLB
+31.1%
-53.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +4.0% | +4.0% |
| 7D | +3.0% | -2.8% | +5.9% | +5.6% |
| 30D | -3.0% | -3.1% | +0.1% | -0.2% |
| 3M | -17.6% | -0.2% | -17.4% | -17.7% |
| 6M | -3.2% | +3.1% | -6.3% | -7.1% |
| YTD | -28.2% | +13.3% | -41.5% | -38.2% |
| 1Y | -46.1% | +12.0% | -58.1% | -53.0% |
| 3Y | -22.2% | +31.4% | -53.6% | -46.9% |
| All | -22.2% | +31.1% | -53.3% | -46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling