+3,087.2%
OMC vs DECK
+8,125.5%
-5,038.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.0% | -0.8% | +4.6% |
| 7D | +12.5% | +10.4% | +2.2% | +11.5% |
| 30D | +16.3% | +11.1% | +5.2% | +15.1% |
| 3M | +8.1% | -10.8% | +18.8% | +9.2% |
| 6M | +17.2% | -8.7% | +25.9% | +18.0% |
| YTD | +11.8% | -14.0% | +25.8% | +12.9% |
| 1Y | +23.9% | +12.0% | +11.9% | +22.1% |
| 3Y | +25.3% | -10.5% | +35.7% | +23.9% |
| 5Y | +54.7% | +28.5% | +26.2% | +46.5% |
| 10Y | +56.3% | +923.3% | -867.0% | +22.8% |
| All | +3,087.2% | +8,125.5% | -5,038.3% | +1,864.0% |
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