-51.8%
DKNG vs TOST
-28.9%
-22.9%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.7% | +2.0% |
| 7D | -15.0% | -3.6% | -11.4% | -13.4% |
| 30D | -0.1% | +8.9% | -9.0% | -4.1% |
| 3M | -22.5% | -2.2% | -20.3% | -21.8% |
| 6M | -19.9% | +41.0% | -60.8% | -32.9% |
| YTD | -43.0% | -4.0% | -39.0% | -44.0% |
| 1Y | -35.6% | -9.6% | -26.0% | -35.0% |
| 3Y | -43.9% | +141.7% | -185.6% | -69.9% |
| 5Y | -51.8% | -29.5% | -22.3% | -56.7% |
| All | -51.8% | -28.9% | -22.9% | -56.7% |
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