+152.4%
DKNG vs SCHG
+240.0%
-87.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.5% | +3.3% |
| 7D | +3.0% | -1.0% | +4.1% | +4.4% |
| 30D | -3.0% | -1.3% | -1.8% | -1.4% |
| 3M | -17.6% | +5.4% | -23.0% | -23.1% |
| 6M | -3.2% | +14.4% | -17.7% | -19.3% |
| YTD | -28.2% | +8.0% | -36.2% | -35.5% |
| 1Y | -46.1% | +12.7% | -58.8% | -54.4% |
| 3Y | -22.2% | +85.6% | -107.8% | -65.8% |
| 5Y | -60.4% | +85.5% | -145.9% | -81.7% |
| All | +152.4% | +240.0% | -87.5% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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