+64.1%
QBTS vs DKNG
-52.6%
+116.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | -1.0% | -2.0% | +1.0% | -0.6% |
| 30D | -17.6% | -6.4% | -11.2% | -16.6% |
| 3M | -28.3% | -17.6% | -10.7% | -25.8% |
| 6M | -11.2% | -5.7% | -5.5% | -11.1% |
| YTD | -36.3% | -31.2% | -5.1% | -32.5% |
| 1Y | +3.9% | -48.1% | +51.9% | +15.2% |
| 3Y | +1,728.8% | -25.6% | +1,754.3% | +1,766.5% |
| 5Y | +70.9% | -62.0% | +132.9% | +70.6% |
| All | +64.1% | -52.6% | +116.7% | +66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling