-55.0%
DKNG vs TOST
-50.3%
-4.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | +0.3% |
| 7D | -2.3% | -4.7% | +2.4% | -0.1% |
| 30D | -2.5% | -9.1% | +6.6% | +1.8% |
| 3M | -14.2% | +29.8% | -44.0% | -24.7% |
| 6M | -6.0% | +10.0% | -16.0% | -12.2% |
| YTD | -31.3% | -8.6% | -22.7% | -30.9% |
| 1Y | -48.5% | -20.7% | -27.8% | -44.9% |
| 3Y | -25.7% | +55.7% | -81.4% | -48.3% |
| All | -55.0% | -50.3% | -4.8% | -62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling