+76.1%
XLU vs DKNG
+152.4%
-76.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -0.6% |
| 7D | -1.6% | +3.0% | -4.6% | -1.8% |
| 30D | -3.3% | -3.0% | -0.3% | -3.2% |
| 3M | -3.2% | -17.6% | +14.4% | -2.3% |
| 6M | -7.0% | -3.2% | -3.7% | -7.2% |
| YTD | +0.6% | -28.2% | +28.8% | +2.1% |
| 1Y | +2.4% | -46.1% | +48.5% | +5.5% |
| 3Y | +46.3% | -22.2% | +68.4% | +45.0% |
| 5Y | +44.0% | -60.4% | +104.4% | +48.5% |
| All | +76.1% | +152.4% | -76.3% | +14.9% |
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