-59.1%
DKNG vs CHRW
+90.8%
-149.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.3% |
| 7D | +3.0% | +3.5% | -0.4% | +2.1% |
| 30D | -3.0% | +4.6% | -7.6% | -4.2% |
| 3M | -17.6% | -19.7% | +2.1% | -13.6% |
| 6M | -3.2% | -12.4% | +9.2% | -1.6% |
| YTD | -28.2% | -3.9% | -24.3% | -29.6% |
| 1Y | -46.1% | +18.4% | -64.5% | -51.1% |
| 3Y | -22.2% | +88.8% | -111.0% | -43.4% |
| All | -59.1% | +90.8% | -149.9% | -68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling