+141.9%
DKNG vs QLD
+587.9%
-446.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +1.5% |
| 7D | -2.0% | -2.6% | +0.6% | -0.5% |
| 30D | -6.4% | -3.3% | -3.2% | -4.8% |
| 3M | -17.6% | +1.8% | -19.5% | -20.5% |
| 6M | -5.7% | +29.7% | -35.4% | -23.1% |
| YTD | -31.2% | +25.1% | -56.3% | -42.9% |
| 1Y | -48.1% | +37.1% | -85.2% | -59.7% |
| 3Y | -25.6% | +176.3% | -201.9% | -64.6% |
| 5Y | -62.0% | +121.0% | -183.0% | -80.3% |
| All | +141.9% | +587.9% | -446.0% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded QLD 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling