-11.9%
OSCR vs DECK
+59.3%
-71.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.2% | -6.5% | -7.2% |
| 7D | +0.9% | +5.8% | -4.8% | -1.1% |
| 30D | -6.9% | +7.9% | -14.7% | -9.4% |
| 3M | +15.5% | -11.4% | +26.9% | +20.7% |
| 6M | +54.5% | -16.6% | +71.0% | +63.9% |
| YTD | +113.3% | -16.4% | +129.7% | +122.7% |
| 1Y | +85.1% | +8.6% | +76.4% | +73.4% |
| 3Y | +436.8% | -15.1% | +451.9% | +388.5% |
| 5Y | +80.3% | +22.9% | +57.4% | +14.5% |
| All | -11.9% | +59.3% | -71.2% | -48.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling