+35.1%
OMC vs DECK
+25.5%
+9.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.0% | -2.8% |
| 7D | -6.4% | -2.2% | -4.2% | -6.0% |
| 30D | +1.1% | -13.6% | +14.7% | +3.9% |
| 3M | +10.4% | -21.2% | +31.7% | +15.4% |
| 6M | -1.7% | -21.1% | +19.4% | +2.3% |
| YTD | +4.4% | -17.2% | +21.7% | +7.3% |
| 1Y | +8.4% | -30.7% | +39.2% | +14.7% |
| 3Y | +14.4% | -3.4% | +17.7% | +5.2% |
| All | +35.1% | +25.5% | +9.5% | +5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling