-62.3%
DKNG vs OUST
-52.5%
-9.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -1.1% |
| 7D | +1.8% | +12.7% | -10.9% | -0.4% |
| 30D | -0.7% | -13.6% | +13.0% | +1.7% |
| 3M | -3.7% | -8.3% | +4.6% | -6.6% |
| 6M | -5.1% | +85.0% | -90.0% | -23.4% |
| YTD | -30.7% | +73.2% | -104.0% | -43.7% |
| 1Y | -48.5% | +32.5% | -80.9% | -56.8% |
| 3Y | -25.1% | +643.8% | -668.9% | -66.5% |
| 5Y | -62.3% | -52.1% | -10.2% | -61.8% |
| All | -62.3% | -52.5% | -9.8% | -61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling