-25.1%
DKNG vs QLD
+185.1%
-210.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +1.8% | +3.0% | -1.1% | +0.5% |
| 30D | -0.7% | -1.8% | +1.2% | +0.1% |
| 3M | -3.7% | -1.8% | -1.9% | -4.7% |
| 6M | -5.1% | +36.9% | -42.0% | -22.7% |
| YTD | -30.7% | +28.7% | -59.4% | -41.8% |
| 1Y | -48.5% | +41.9% | -90.4% | -59.6% |
| 3Y | -25.1% | +184.2% | -209.3% | -68.3% |
| All | -25.1% | +185.1% | -210.1% | -68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling