+240.3%
IONQ vs DKNG
-47.4%
+287.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.6% | -2.4% |
| 7D | -7.0% | +3.0% | -10.0% | -8.4% |
| 30D | -18.7% | -3.0% | -15.7% | -17.8% |
| 3M | -36.6% | -17.6% | -19.0% | -31.4% |
| 6M | +7.2% | -3.2% | +10.5% | +4.2% |
| YTD | -18.1% | -28.2% | +10.1% | -8.5% |
| 1Y | -21.9% | -46.1% | +24.2% | -0.3% |
| 3Y | +86.7% | -22.2% | +108.9% | +85.7% |
| 5Y | +267.5% | -60.4% | +327.9% | +209.5% |
| All | +240.3% | -47.4% | +287.6% | +180.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DKNG.
Daily Out/Under-Performance
Portfolio return minus DKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKNG 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 DKNG 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