+60.5%
XOM vs DKNG
-23.0%
+83.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.9% | +0.4% |
| 7D | +4.1% | +3.0% | +1.0% | +4.1% |
| 30D | +4.6% | -3.0% | +7.6% | +4.6% |
| 3M | +14.0% | -17.6% | +31.5% | +14.3% |
| 6M | +11.0% | -3.2% | +14.2% | +11.1% |
| YTD | +40.7% | -28.2% | +68.9% | +41.7% |
| 1Y | +52.3% | -46.1% | +98.4% | +53.6% |
| 3Y | +60.5% | -22.2% | +82.6% | +62.7% |
| All | +60.5% | -23.0% | +83.4% | +62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling