+152.4%
DKNG vs QID
-97.0%
+249.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +3.3% |
| 7D | +3.0% | +1.3% | +1.8% | +3.8% |
| 30D | -3.0% | +2.9% | -6.0% | -1.2% |
| 3M | -17.6% | -0.7% | -16.9% | -17.5% |
| 6M | -3.2% | -29.7% | +26.4% | -20.6% |
| YTD | -28.2% | -27.9% | -0.3% | -39.7% |
| 1Y | -46.1% | -34.6% | -11.5% | -57.0% |
| 3Y | -22.2% | -73.5% | +51.4% | -58.4% |
| 5Y | -60.4% | -81.0% | +20.6% | -76.8% |
| All | +152.4% | -97.0% | +249.4% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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