+152.4%
DKNG vs QSR
+31.3%
+121.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.0% |
| 7D | +3.0% | -4.0% | +7.0% | +5.3% |
| 30D | -3.0% | +2.8% | -5.8% | -4.4% |
| 3M | -17.6% | +5.1% | -22.7% | -19.9% |
| 6M | -3.2% | +8.8% | -12.0% | -7.9% |
| YTD | -28.2% | +14.8% | -43.0% | -33.7% |
| 1Y | -46.1% | +25.7% | -71.8% | -52.8% |
| 3Y | -22.2% | +27.5% | -49.7% | -34.6% |
| 5Y | -60.4% | +41.3% | -101.6% | -68.8% |
| All | +152.4% | +31.3% | +121.2% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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