+120.5%
DKNG vs TSLQ
-97.2%
+217.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.4% | +4.2% |
| 7D | +3.0% | -6.6% | +9.6% | +2.0% |
| 30D | -3.0% | -24.3% | +21.3% | -6.6% |
| 3M | -17.6% | -3.6% | -14.0% | -16.1% |
| 6M | -3.2% | -12.0% | +8.7% | -1.8% |
| YTD | -28.2% | +1.4% | -29.6% | -24.6% |
| 1Y | -46.1% | -43.6% | -2.5% | -48.3% |
| 3Y | -22.2% | -95.4% | +73.2% | -39.6% |
| All | +120.5% | -97.2% | +217.7% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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