-62.8%
DKNG vs QLD
+120.6%
-183.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.5% |
| 7D | -2.3% | +1.9% | -4.2% | -3.5% |
| 30D | -2.5% | -1.8% | -0.7% | -1.5% |
| 3M | -14.2% | -0.1% | -14.2% | -16.9% |
| 6M | -6.0% | +32.6% | -38.5% | -27.4% |
| YTD | -31.3% | +27.9% | -59.2% | -45.9% |
| 1Y | -48.5% | +40.3% | -88.7% | -62.7% |
| 3Y | -25.7% | +182.5% | -208.2% | -71.9% |
| 5Y | -62.8% | +122.5% | -185.4% | -84.0% |
| All | -62.8% | +120.6% | -183.5% | -84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling