-51.5%
DKNG vs OUST
-62.6%
+11.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.5% | -0.3% |
| 7D | -2.3% | +4.0% | -6.3% | -3.0% |
| 30D | -2.5% | -14.0% | +11.5% | -0.2% |
| 3M | -14.2% | -5.9% | -8.3% | -17.1% |
| 6M | -6.0% | +76.4% | -82.3% | -22.8% |
| YTD | -31.3% | +67.5% | -98.8% | -43.4% |
| 1Y | -48.5% | +27.1% | -75.6% | -56.2% |
| 3Y | -25.7% | +619.0% | -644.8% | -64.6% |
| 5Y | -62.8% | -54.9% | -7.9% | -70.1% |
| All | -51.5% | -62.6% | +11.1% | -57.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling