-22.2%
DKNG vs CHD
+0.7%
-22.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.4% |
| 7D | +3.0% | -4.5% | +7.5% | +2.7% |
| 30D | -3.0% | -6.7% | +3.7% | -3.6% |
| 3M | -17.6% | -2.7% | -14.9% | -17.7% |
| 6M | -3.2% | -4.9% | +1.7% | -3.6% |
| YTD | -28.2% | +13.3% | -41.5% | -27.4% |
| 1Y | -46.1% | +1.0% | -47.1% | -45.9% |
| 3Y | -22.2% | +1.3% | -23.5% | -22.1% |
| All | -22.2% | +0.7% | -22.9% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 3y: compounded portfolio wealth divided by compounded CHD 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…
3y analysis · Full analysis span regression · 6 months rolling