+152.4%
DKNG vs QXO
-19.6%
+172.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.2% | +4.3% |
| 7D | +3.0% | -7.8% | +10.8% | +3.2% |
| 30D | -3.0% | -18.1% | +15.1% | -2.6% |
| 3M | -17.6% | -25.8% | +8.2% | -17.1% |
| 6M | -3.2% | -41.7% | +38.5% | -2.2% |
| YTD | -28.2% | -36.2% | +8.0% | -27.7% |
| 1Y | -46.1% | -42.1% | -4.0% | -45.6% |
| 3Y | -22.2% | -46.2% | +24.0% | -26.1% |
| 5Y | -60.4% | -70.7% | +10.3% | -62.6% |
| All | +152.4% | -19.6% | +172.1% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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