-49.3%
DKNG vs OUST
+33.5%
-82.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.9% |
| 7D | -4.9% | +5.2% | -10.2% | -5.4% |
| 30D | +10.3% | -19.3% | +29.6% | +12.2% |
| 3M | -5.4% | -22.6% | +17.3% | -5.2% |
| 6M | -5.6% | +62.8% | -68.4% | -20.1% |
| YTD | -30.3% | +68.3% | -98.7% | -41.6% |
| 1Y | -49.3% | +28.5% | -77.9% | -57.1% |
| All | -49.3% | +33.5% | -82.8% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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