-25.6%
DKNG vs TOST
+53.6%
-79.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | 0.0% |
| 7D | -2.3% | -4.7% | +2.4% | -0.6% |
| 30D | -2.5% | -9.1% | +6.6% | +0.7% |
| 3M | -14.2% | +29.8% | -44.0% | -22.3% |
| 6M | -6.0% | +10.0% | -16.0% | -10.6% |
| YTD | -31.3% | -8.6% | -22.7% | -30.8% |
| 1Y | -48.5% | -20.7% | -27.8% | -45.5% |
| All | -25.6% | +53.6% | -79.2% | -39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling