-50.8%
DKNG vs OUST
-62.4%
+11.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.0% |
| 7D | -4.9% | +5.2% | -10.2% | -5.8% |
| 30D | +10.3% | -19.3% | +29.6% | +14.2% |
| 3M | -5.4% | -22.6% | +17.3% | -5.3% |
| 6M | -5.6% | +62.8% | -68.4% | -21.2% |
| YTD | -30.3% | +68.3% | -98.7% | -42.6% |
| 1Y | -49.3% | +28.5% | -77.9% | -57.0% |
| 3Y | -19.0% | +554.0% | -573.0% | -60.5% |
| 5Y | -60.7% | -56.2% | -4.4% | -68.2% |
| All | -50.8% | -62.4% | +11.6% | -56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling