+59.5%
SCHW vs DKNG
-60.7%
+120.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.4% | -0.8% |
| 7D | -1.9% | +3.0% | -4.9% | -2.3% |
| 30D | -1.6% | -3.0% | +1.4% | -1.3% |
| 3M | +21.3% | -17.6% | +38.9% | +24.3% |
| 6M | +16.5% | -3.2% | +19.7% | +15.8% |
| YTD | +8.4% | -28.2% | +36.6% | +12.6% |
| 1Y | +15.6% | -46.1% | +61.7% | +25.1% |
| 3Y | +86.8% | -22.2% | +109.0% | +86.1% |
| All | +59.5% | -60.7% | +120.2% | +65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling