-7.7%
OSCR vs DECK
+62.4%
-70.1%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -3.5% |
| 7D | -8.8% | -0.8% | -7.9% | -8.4% |
| 30D | -5.6% | +4.9% | -10.5% | -7.2% |
| 3M | +14.8% | -5.8% | +20.6% | +17.4% |
| 6M | +46.0% | -8.6% | +54.5% | +49.8% |
| YTD | +123.5% | -14.7% | +138.2% | +131.7% |
| 1Y | +116.2% | +6.9% | +109.4% | +103.6% |
| 3Y | +351.6% | -16.2% | +367.8% | +314.3% |
| 5Y | +157.5% | +25.3% | +132.2% | +62.5% |
| All | -7.7% | +62.4% | -70.1% | -45.9% |
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