+152.4%
DKNG vs XYZ
-1.2%
+153.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.2% | +4.3% |
| 7D | +3.0% | -4.3% | +7.3% | +5.1% |
| 30D | -3.0% | +1.2% | -4.2% | -3.7% |
| 3M | -17.6% | +14.6% | -32.2% | -23.1% |
| 6M | -3.2% | +22.6% | -25.8% | -13.6% |
| YTD | -28.2% | +21.7% | -49.9% | -36.7% |
| 1Y | -46.1% | +6.7% | -52.8% | -50.0% |
| 3Y | -22.2% | +46.8% | -69.0% | -44.0% |
| 5Y | -60.4% | -68.0% | +7.7% | -48.3% |
| All | +152.4% | -1.2% | +153.6% | +88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling