+141.4%
DKNG vs SWK
-24.8%
+166.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | +0.1% |
| 7D | -2.3% | -4.6% | +2.3% | -0.4% |
| 30D | -2.5% | -9.9% | +7.4% | +1.9% |
| 3M | -14.2% | +15.4% | -29.7% | -20.1% |
| 6M | -6.0% | +25.0% | -30.9% | -16.4% |
| YTD | -31.3% | +27.2% | -58.6% | -40.0% |
| 1Y | -48.5% | +24.6% | -73.1% | -54.8% |
| 3Y | -25.7% | +13.7% | -39.4% | -35.5% |
| 5Y | -62.8% | -41.5% | -21.3% | -58.8% |
| All | +141.4% | -24.8% | +166.2% | +136.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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