-54.4%
DKNG vs TOST
-48.0%
-6.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -4.9% | -3.4% | -1.5% | -3.3% |
| 30D | +10.3% | -2.4% | +12.8% | +11.4% |
| 3M | -5.4% | +34.6% | -40.0% | -18.2% |
| 6M | -5.6% | +15.2% | -20.8% | -13.7% |
| YTD | -30.3% | -4.4% | -25.9% | -31.3% |
| 1Y | -49.3% | -17.4% | -31.9% | -46.9% |
| 3Y | -19.0% | +54.5% | -73.5% | -43.3% |
| All | -54.4% | -48.0% | -6.4% | -63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling