-62.3%
DKNG vs SW
-5.7%
-56.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | +0.1% |
| 7D | +1.8% | -2.6% | +4.4% | +2.4% |
| 30D | -0.7% | -7.5% | +6.8% | +1.0% |
| 3M | -3.7% | +10.3% | -14.0% | -5.9% |
| 6M | -5.1% | +5.4% | -10.5% | -6.9% |
| YTD | -30.7% | +17.9% | -48.6% | -34.0% |
| 1Y | -48.5% | -2.4% | -46.1% | -49.1% |
| 3Y | -25.1% | +28.7% | -53.8% | -31.2% |
| 5Y | -62.3% | -5.7% | -56.7% | -65.9% |
| All | -62.3% | -5.7% | -56.7% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 5y: compounded portfolio wealth divided by compounded SW 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…
5y analysis · Full analysis span regression · 6 months rolling