-59.8%
DKNG vs OUST
-60.6%
+0.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -15.0% | +14.0% | -29.0% | -17.7% |
| 30D | -0.1% | +2.5% | -2.7% | -2.1% |
| 3M | -22.5% | -15.3% | -7.2% | -22.0% |
| 6M | -19.9% | +42.6% | -62.5% | -31.6% |
| YTD | -43.0% | +76.6% | -119.6% | -54.4% |
| 1Y | -35.6% | +54.1% | -89.6% | -47.3% |
| 3Y | -43.9% | +675.3% | -719.2% | -74.0% |
| 5Y | -51.8% | -45.1% | -6.7% | -63.0% |
| All | -59.8% | -60.6% | +0.8% | -65.7% |
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