+25.6%
OMC vs DECK
-12.4%
+38.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.1% | -0.2% |
| 7D | +7.6% | +6.0% | +1.5% | +6.5% |
| 30D | +16.0% | +7.4% | +8.5% | +14.5% |
| 3M | +7.7% | -11.7% | +19.3% | +9.7% |
| 6M | +14.5% | -11.0% | +25.5% | +16.3% |
| YTD | +11.2% | -15.4% | +26.6% | +13.3% |
| 1Y | +23.6% | +7.2% | +16.3% | +21.5% |
| All | +25.6% | -12.4% | +38.0% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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