+100.4%
DKNG vs SWKS
+21.4%
+79.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.0% | -4.5% | -0.9% |
| 7D | -15.0% | +5.7% | -20.7% | -17.0% |
| 30D | -0.1% | +17.3% | -17.4% | -6.6% |
| 3M | -22.5% | +28.3% | -50.8% | -31.8% |
| 6M | -19.9% | +26.1% | -45.9% | -31.3% |
| YTD | -43.0% | +41.1% | -84.1% | -54.7% |
| 1Y | -35.6% | +31.4% | -67.0% | -47.1% |
| 3Y | -43.9% | +7.3% | -51.2% | -54.1% |
| 5Y | -51.8% | -37.7% | -14.1% | -48.5% |
| All | +100.4% | +21.4% | +79.0% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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