-22.2%
DKNG vs OSCR
+401.8%
-424.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.8% | +4.3% |
| 7D | +3.0% | +1.6% | +1.4% | +2.8% |
| 30D | -3.0% | +10.7% | -13.7% | -4.5% |
| 3M | -17.6% | +13.4% | -30.9% | -19.4% |
| 6M | -3.2% | +144.6% | -147.8% | -15.8% |
| YTD | -28.2% | +128.0% | -156.3% | -37.0% |
| 1Y | -46.1% | +68.7% | -114.7% | -51.3% |
| 3Y | -22.2% | +398.8% | -421.0% | -54.5% |
| All | -22.2% | +401.8% | -424.0% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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