+64.3%
XLF vs DKNG
-60.7%
+124.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.7% | +0.1% |
| 7D | -1.5% | +3.0% | -4.5% | -1.8% |
| 30D | -1.2% | -3.0% | +1.9% | -0.9% |
| 3M | +9.2% | -17.6% | +26.8% | +11.3% |
| 6M | +16.3% | -3.2% | +19.6% | +15.8% |
| YTD | +5.4% | -28.2% | +33.6% | +8.5% |
| 1Y | +7.6% | -46.1% | +53.7% | +14.4% |
| 3Y | +74.2% | -22.2% | +96.4% | +72.9% |
| All | +64.3% | -60.7% | +124.9% | +63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling