+70.6%
XLP vs DKNG
+145.0%
-74.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | -1.0% | -4.9% | +3.9% | -0.8% |
| 30D | -0.9% | +10.3% | -11.2% | -1.5% |
| 3M | +3.8% | -5.4% | +9.2% | +3.9% |
| 6M | -1.7% | -5.6% | +3.8% | -1.7% |
| YTD | +10.3% | -30.3% | +40.6% | +11.9% |
| 1Y | +7.8% | -49.3% | +57.1% | +11.1% |
| 3Y | +27.2% | -19.0% | +46.2% | +25.9% |
| 5Y | +32.5% | -60.7% | +93.2% | +35.9% |
| All | +70.6% | +145.0% | -74.4% | +23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling