+152.4%
DKNG vs XYL
+41.0%
+111.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +4.0% | +4.1% |
| 7D | +3.0% | +1.2% | +1.8% | +2.2% |
| 30D | -3.0% | -11.9% | +8.9% | +5.4% |
| 3M | -17.6% | -1.5% | -16.0% | -17.3% |
| 6M | -3.2% | -11.9% | +8.7% | +3.5% |
| YTD | -28.2% | -20.6% | -7.6% | -18.3% |
| 1Y | -46.1% | -23.5% | -22.6% | -37.2% |
| 3Y | -22.2% | +14.9% | -37.0% | -33.2% |
| 5Y | -60.4% | -15.3% | -45.1% | -60.3% |
| All | +152.4% | +41.0% | +111.5% | +94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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