-46.1%
DKNG vs CHWY
-43.1%
-3.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.0% | +7.4% | +4.7% |
| 7D | +3.0% | -13.6% | +16.6% | +4.6% |
| 30D | -3.0% | -8.5% | +5.5% | -2.0% |
| 3M | -17.6% | +8.9% | -26.5% | -18.1% |
| 6M | -3.2% | -20.5% | +17.2% | -0.9% |
| YTD | -28.2% | -38.2% | +9.9% | -24.5% |
| 1Y | -46.1% | -43.3% | -2.8% | -43.9% |
| All | -46.1% | -43.1% | -3.0% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 CHWY 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