-65.1%
QBTS vs DKNG
-21.6%
-43.5%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.4% | -5.3% | -1.5% |
| 7D | -11.8% | +13.8% | -25.7% | -15.3% |
| 30D | -33.6% | +17.9% | -51.5% | -37.0% |
| 3M | -52.5% | -2.1% | -50.3% | -52.5% |
| 6M | -50.4% | -2.0% | -48.4% | -52.0% |
| YTD | -60.3% | -32.9% | -27.4% | -54.7% |
| 1Y | -65.1% | -19.2% | -45.9% | -62.1% |
| All | -65.1% | -21.6% | -43.5% | -62.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling