+152.4%
DKNG vs XOP
+127.3%
+25.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | +3.0% | +2.6% | +0.4% | +2.2% |
| 30D | -3.0% | +9.6% | -12.6% | -5.8% |
| 3M | -17.6% | +20.4% | -37.9% | -22.4% |
| 6M | -3.2% | +19.9% | -23.1% | -9.5% |
| YTD | -28.2% | +56.4% | -84.6% | -38.5% |
| 1Y | -46.1% | +52.4% | -98.5% | -53.5% |
| 3Y | -22.2% | +39.9% | -62.1% | -32.1% |
| 5Y | -60.4% | +163.7% | -224.1% | -70.8% |
| All | +152.4% | +127.3% | +25.2% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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