+368.7%
OMC vs DKS
+6,026.4%
-5,657.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -3.7% |
| 7D | -4.2% | -2.9% | -1.3% | -3.6% |
| 30D | -7.5% | -37.7% | +30.2% | +1.2% |
| 3M | +4.6% | -38.9% | +43.6% | +14.9% |
| 6M | -4.8% | -31.1% | +26.3% | +1.0% |
| YTD | -1.0% | -31.8% | +30.8% | +5.0% |
| 1Y | +3.8% | -38.0% | +41.9% | +12.0% |
| 3Y | +10.2% | +28.6% | -18.4% | -3.3% |
| 5Y | +29.7% | +12.5% | +17.2% | +12.0% |
| 10Y | +32.3% | +198.3% | -166.0% | -19.4% |
| All | +368.7% | +6,026.4% | -5,657.8% | +126.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling