+87.2%
IONQ vs DKNG
-26.2%
+113.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.5% |
| 7D | -5.6% | -2.0% | -3.6% | -4.8% |
| 30D | -15.2% | -6.4% | -8.8% | -13.0% |
| 3M | -34.9% | -17.6% | -17.3% | -30.2% |
| 6M | +4.9% | -5.7% | +10.6% | +3.4% |
| YTD | -17.9% | -31.2% | +13.3% | -6.7% |
| 1Y | -16.0% | -48.1% | +32.1% | +8.8% |
| All | +87.2% | -26.2% | +113.4% | +89.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling