+141.4%
DKNG vs CHRW
+107.0%
+34.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -2.3% | +4.1% | -6.3% | -3.3% |
| 30D | -2.5% | +1.9% | -4.4% | -3.2% |
| 3M | -14.2% | -21.2% | +6.9% | -9.5% |
| 6M | -6.0% | -16.7% | +10.7% | -2.9% |
| YTD | -31.3% | -5.4% | -26.0% | -32.3% |
| 1Y | -48.5% | +21.2% | -69.6% | -53.6% |
| 3Y | -25.7% | +86.5% | -112.2% | -44.6% |
| 5Y | -62.8% | +93.0% | -155.9% | -72.1% |
| All | +141.4% | +107.0% | +34.4% | +54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling