+32.5%
OMC vs DKS
+12.8%
+19.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.6% | +1.5% |
| 7D | -6.2% | -4.7% | -1.5% | -5.5% |
| 30D | -7.6% | -35.1% | +27.5% | -1.6% |
| 3M | +7.4% | -37.7% | +45.1% | +15.1% |
| 6M | +0.1% | -30.7% | +30.9% | +4.7% |
| YTD | +0.4% | -31.9% | +32.4% | +5.1% |
| 1Y | +7.8% | -40.0% | +47.8% | +15.1% |
| 3Y | +11.8% | +28.4% | -16.6% | -0.8% |
| 5Y | +32.5% | +12.4% | +20.0% | +11.4% |
| All | +32.5% | +12.8% | +19.6% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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