-59.1%
DKNG vs XYZ
-68.2%
+9.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.2% | +4.3% |
| 7D | +3.0% | -4.3% | +7.3% | +5.3% |
| 30D | -3.0% | +1.2% | -4.2% | -3.8% |
| 3M | -17.6% | +14.6% | -32.2% | -23.7% |
| 6M | -3.2% | +22.6% | -25.8% | -14.8% |
| YTD | -28.2% | +21.7% | -49.9% | -37.7% |
| 1Y | -46.1% | +6.7% | -52.8% | -50.5% |
| 3Y | -22.2% | +46.8% | -69.0% | -47.8% |
| All | -59.1% | -68.2% | +9.1% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 5y: compounded portfolio wealth divided by compounded XYZ 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…
5y analysis · Full analysis span regression · 6 months rolling