-22.2%
DKNG vs CHTR
-65.7%
+43.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.7% | +0.6% | +3.8% |
| 7D | +3.0% | -4.1% | +7.1% | +3.6% |
| 30D | -3.0% | -3.0% | -0.1% | -2.7% |
| 3M | -17.6% | +4.8% | -22.4% | -18.4% |
| 6M | -3.2% | -35.0% | +31.8% | -0.5% |
| YTD | -28.2% | -30.2% | +2.0% | -27.1% |
| 1Y | -46.1% | -44.8% | -1.3% | -43.2% |
| 3Y | -22.2% | -66.6% | +44.4% | -3.7% |
| All | -22.2% | -65.7% | +43.5% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling