-22.2%
DKNG vs CHRW
+88.3%
-110.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.3% |
| 7D | +3.0% | +3.5% | -0.4% | +2.7% |
| 30D | -3.0% | +4.6% | -7.6% | -3.4% |
| 3M | -17.6% | -19.7% | +2.1% | -16.1% |
| 6M | -3.2% | -12.4% | +9.2% | -2.7% |
| YTD | -28.2% | -3.9% | -24.3% | -28.4% |
| 1Y | -46.1% | +18.4% | -64.5% | -47.5% |
| 3Y | -22.2% | +88.8% | -111.0% | -26.4% |
| All | -22.2% | +88.3% | -110.5% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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