+163.9%
QCOM vs DKNG
+145.0%
+18.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | +3.3% | -4.9% | +8.3% | +4.3% |
| 30D | +7.7% | +10.3% | -2.6% | +5.4% |
| 3M | -30.1% | -5.4% | -24.7% | -30.1% |
| 6M | +22.8% | -5.6% | +28.4% | +21.8% |
| YTD | +0.2% | -30.3% | +30.5% | +5.4% |
| 1Y | +7.9% | -49.3% | +57.2% | +20.6% |
| 3Y | +55.8% | -19.0% | +74.8% | +54.4% |
| 5Y | +30.1% | -60.7% | +90.7% | +28.4% |
| All | +163.9% | +145.0% | +18.9% | +60.6% |
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