-22.2%
DKNG vs QS
-24.6%
+2.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.4% | +4.1% |
| 7D | +3.0% | -3.6% | +6.7% | +3.4% |
| 30D | -3.0% | -17.2% | +14.2% | -1.0% |
| 3M | -17.6% | -27.0% | +9.4% | -15.2% |
| 6M | -3.2% | -24.6% | +21.3% | -1.7% |
| YTD | -28.2% | -49.3% | +21.1% | -23.9% |
| 1Y | -46.1% | -40.3% | -5.7% | -45.3% |
| 3Y | -22.2% | -23.8% | +1.6% | -31.9% |
| All | -22.2% | -24.6% | +2.4% | -31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling