+150.0%
IONQ vs DKNG
-45.5%
+195.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.2% | -5.2% | -6.1% |
| 7D | -11.5% | +2.1% | -13.5% | -11.9% |
| 30D | -8.1% | -0.1% | -8.0% | -12.2% |
| 3M | -35.8% | -25.7% | -10.1% | -31.8% |
| 6M | -47.7% | -24.5% | -23.2% | -46.3% |
| YTD | -35.6% | -45.2% | +9.5% | -24.4% |
| 1Y | -36.4% | -36.4% | 0.0% | -30.9% |
| 3Y | +150.0% | -46.9% | +197.0% | +174.7% |
| All | +150.0% | -45.5% | +195.6% | +174.7% |
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