+184.6%
QCOM vs DKNG
+152.4%
+32.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.3% | -1.5% | +2.0% |
| 7D | +7.8% | +3.0% | +4.8% | +7.2% |
| 30D | +12.2% | -3.0% | +15.2% | +12.7% |
| 3M | -9.9% | -17.6% | +7.7% | -7.0% |
| 6M | +36.9% | -3.2% | +40.2% | +35.2% |
| YTD | +8.0% | -28.2% | +36.3% | +13.0% |
| 1Y | +15.0% | -46.1% | +61.1% | +27.0% |
| 3Y | +75.8% | -22.2% | +98.0% | +75.7% |
| 5Y | +42.2% | -60.4% | +102.6% | +40.1% |
| All | +184.6% | +152.4% | +32.1% | +72.2% |
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