-34.9%
DKNG vs CHYM
-23.3%
-11.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +4.2% |
| 7D | +3.0% | -2.3% | +5.3% | +3.4% |
| 30D | -3.0% | +4.4% | -7.4% | -3.8% |
| 3M | -17.6% | +91.3% | -108.9% | -27.7% |
| 6M | -3.2% | +44.0% | -47.2% | -11.6% |
| YTD | -28.2% | +31.1% | -59.3% | -33.7% |
| 1Y | -46.1% | +37.8% | -83.9% | -51.5% |
| All | -34.9% | -23.3% | -11.6% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 5y: compounded portfolio wealth divided by compounded CHYM 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…
5y analysis · Full analysis span regression · 6 months rolling