+9.1%
XLF vs DKNG
-49.6%
+58.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | 0.0% | -0.7% |
| 7D | 0.0% | -4.9% | +4.9% | +0.4% |
| 30D | +0.2% | +10.3% | -10.2% | -0.6% |
| 3M | +11.7% | -5.4% | +17.1% | +11.8% |
| 6M | +13.8% | -5.6% | +19.4% | +13.5% |
| YTD | +7.0% | -30.3% | +37.3% | +9.6% |
| 1Y | +9.1% | -49.3% | +58.5% | +14.6% |
| All | +9.1% | -49.6% | +58.7% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DKNG.
Daily Out/Under-Performance
Portfolio return minus DKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKNG 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 1y: compounded portfolio wealth divided by compounded DKNG 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…
1y analysis · Full analysis span regression · 6 months rolling