-28.7%
DKNG vs QS
-46.4%
+17.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.4% | +4.0% |
| 7D | +3.0% | -3.6% | +6.7% | +3.7% |
| 30D | -3.0% | -17.2% | +14.2% | +0.1% |
| 3M | -17.6% | -27.0% | +9.4% | -13.8% |
| 6M | -3.2% | -24.6% | +21.3% | -0.7% |
| YTD | -28.2% | -49.3% | +21.1% | -21.4% |
| 1Y | -46.1% | -40.3% | -5.7% | -44.7% |
| 3Y | -22.2% | -23.8% | +1.6% | -33.0% |
| 5Y | -60.4% | -75.0% | +14.6% | -61.3% |
| All | -28.7% | -46.4% | +17.7% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling