+152.4%
DKNG vs CHTR
-64.2%
+216.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.7% | +0.6% | +3.0% |
| 7D | +3.0% | -4.1% | +7.1% | +4.4% |
| 30D | -3.0% | -3.0% | -0.1% | -2.4% |
| 3M | -17.6% | +4.8% | -22.4% | -19.9% |
| 6M | -3.2% | -35.0% | +31.8% | +7.8% |
| YTD | -28.2% | -30.2% | +2.0% | -23.0% |
| 1Y | -46.1% | -44.8% | -1.3% | -36.3% |
| 3Y | -22.2% | -66.6% | +44.4% | +9.0% |
| 5Y | -60.4% | -81.5% | +21.1% | -21.2% |
| All | +152.4% | -64.2% | +216.7% | +261.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling