-31.6%
DKNG vs QS
-47.4%
+15.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | -2.0% | -5.0% | +3.0% | -1.2% |
| 30D | -6.4% | -18.3% | +11.9% | -3.2% |
| 3M | -17.6% | -26.0% | +8.4% | -14.1% |
| 6M | -5.7% | -24.0% | +18.4% | -3.3% |
| YTD | -31.2% | -50.3% | +19.1% | -24.4% |
| 1Y | -48.1% | -38.0% | -10.1% | -47.1% |
| 3Y | -25.6% | -24.6% | -1.0% | -35.9% |
| 5Y | -62.0% | -75.4% | +13.4% | -62.8% |
| All | -31.6% | -47.4% | +15.8% | -28.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling