-52.8%
DKNG vs QLD
+89.4%
-142.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.2% |
| 7D | -18.7% | +12.5% | -31.2% | -25.1% |
| 30D | -3.0% | -15.7% | +12.7% | +5.7% |
| 3M | -25.0% | -11.9% | -13.1% | -21.2% |
| 6M | -22.3% | -10.3% | -12.0% | -22.7% |
| YTD | -44.5% | +15.6% | -60.1% | -54.8% |
| 1Y | -39.3% | +12.1% | -51.5% | -49.8% |
| 3Y | -45.4% | +150.7% | -196.1% | -78.6% |
| 5Y | -52.8% | +86.6% | -139.4% | -77.7% |
| All | -52.8% | +89.4% | -142.2% | -77.7% |
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