-62.4%
DKNG vs OSCR
-9.0%
-53.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.8% | +4.2% |
| 7D | +3.0% | +1.6% | +1.4% | +2.6% |
| 30D | -3.0% | +10.7% | -13.7% | -5.4% |
| 3M | -17.6% | +13.4% | -30.9% | -20.5% |
| 6M | -3.2% | +144.6% | -147.8% | -23.1% |
| YTD | -28.2% | +128.0% | -156.3% | -42.2% |
| 1Y | -46.1% | +68.7% | -114.7% | -54.4% |
| 3Y | -22.2% | +398.8% | -421.0% | -59.0% |
| 5Y | -60.4% | +87.3% | -147.6% | -77.8% |
| All | -62.4% | -9.0% | -53.4% | -71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling