+145.0%
DKNG vs QLD
+608.7%
-463.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.1% | -0.9% |
| 7D | -4.9% | +0.6% | -5.5% | -5.3% |
| 30D | +10.3% | -0.1% | +10.5% | +10.3% |
| 3M | -5.4% | -8.4% | +3.0% | -3.4% |
| 6M | -5.6% | +32.2% | -37.8% | -23.8% |
| YTD | -30.3% | +28.9% | -59.2% | -43.1% |
| 1Y | -49.3% | +43.8% | -93.2% | -61.8% |
| 3Y | -19.0% | +176.6% | -195.6% | -61.5% |
| 5Y | -60.7% | +121.6% | -182.2% | -79.7% |
| All | +145.0% | +608.7% | -463.7% | -21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling