-64.1%
DKNG vs TOST
-46.9%
-17.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -2.8% |
| 7D | +2.1% | 0.0% | +2.0% | +2.0% |
| 30D | -0.1% | +16.2% | -16.2% | -6.9% |
| 3M | -25.7% | -1.5% | -24.2% | -25.3% |
| 6M | -24.5% | +55.3% | -79.8% | -39.2% |
| YTD | -45.2% | -2.3% | -42.8% | -46.6% |
| 1Y | -36.4% | -5.5% | -30.8% | -37.2% |
| 3Y | -46.9% | +151.1% | -198.0% | -71.1% |
| 5Y | -53.4% | -27.9% | -25.4% | -64.3% |
| All | -64.1% | -46.9% | -17.2% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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