+141.4%
DKNG vs XLB
+99.6%
+41.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | +0.1% |
| 7D | -2.3% | -2.9% | +0.7% | +0.5% |
| 30D | -2.5% | -3.4% | +0.9% | +0.9% |
| 3M | -14.2% | +1.6% | -15.8% | -15.9% |
| 6M | -6.0% | +3.6% | -9.6% | -10.3% |
| YTD | -31.3% | +14.2% | -45.6% | -40.8% |
| 1Y | -48.5% | +15.6% | -64.1% | -56.0% |
| 3Y | -25.7% | +33.1% | -58.8% | -44.7% |
| 5Y | -62.8% | +35.1% | -97.9% | -71.8% |
| All | +141.4% | +99.6% | +41.8% | +26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling