+67.6%
XLP vs DKNG
+141.9%
-74.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -2.5% | -2.0% | -0.6% | -2.4% |
| 30D | -1.9% | -6.4% | +4.5% | -1.6% |
| 3M | -2.1% | -17.6% | +15.5% | -1.3% |
| 6M | -1.8% | -5.7% | +3.8% | -1.8% |
| YTD | +8.3% | -31.2% | +39.5% | +10.0% |
| 1Y | +6.8% | -48.1% | +54.9% | +9.9% |
| 3Y | +25.7% | -25.6% | +51.3% | +25.0% |
| 5Y | +31.9% | -62.0% | +94.0% | +35.7% |
| All | +67.6% | +141.9% | -74.4% | +21.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling