-19.2%
DKNG vs CHTR
-46.1%
+26.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.7% | -0.3% | +4.6% |
| 7D | +13.8% | +14.1% | -0.3% | +12.0% |
| 30D | +17.9% | +11.6% | +6.3% | +16.2% |
| 3M | -2.1% | -21.4% | +19.3% | 0.0% |
| 6M | -2.0% | -27.3% | +25.3% | -1.4% |
| YTD | -32.9% | -42.4% | +9.5% | -32.4% |
| 1Y | -19.2% | -45.6% | +26.3% | -14.3% |
| All | -19.2% | -46.1% | +26.8% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 1y: compounded portfolio wealth divided by compounded CHTR 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…
1y analysis · Full analysis span regression · 6 months rolling