+84.8%
XLP vs DKNG
+97.6%
-12.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.4% | 0.0% |
| 7D | +2.3% | -11.7% | +14.1% | +2.9% |
| 30D | +9.1% | -1.1% | +10.2% | +9.0% |
| 3M | +7.9% | -20.2% | +28.1% | +8.9% |
| 6M | +9.6% | -24.1% | +33.7% | +10.7% |
| YTD | +19.4% | -43.8% | +63.3% | +22.3% |
| 1Y | +22.4% | -36.6% | +59.0% | +24.4% |
| 3Y | +43.2% | -44.7% | +87.9% | +44.7% |
| 5Y | +42.6% | -52.9% | +95.4% | +42.4% |
| All | +84.8% | +97.6% | -12.7% | +34.9% |
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