+2,878.5%
OMC vs DECK
+7,820.9%
-4,942.4%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.0% | -2.6% |
| 7D | -6.4% | -2.2% | -4.2% | -6.2% |
| 30D | +1.1% | -13.6% | +14.7% | +2.5% |
| 3M | +10.4% | -21.2% | +31.7% | +12.9% |
| 6M | -1.7% | -21.1% | +19.4% | +0.3% |
| YTD | +4.4% | -17.2% | +21.7% | +5.9% |
| 1Y | +8.4% | -30.7% | +39.2% | +11.5% |
| 3Y | +14.4% | -3.4% | +17.7% | +12.2% |
| 5Y | +33.9% | +25.5% | +8.3% | +26.9% |
| 10Y | +34.9% | +714.7% | -679.8% | +7.8% |
| All | +2,878.5% | +7,820.9% | -4,942.4% | +1,742.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling