-5.8%
OSCR vs DKS
+117.8%
-123.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | -0.1% |
| 7D | +1.6% | -2.0% | +3.7% | +2.1% |
| 30D | +10.7% | -32.7% | +43.4% | +21.8% |
| 3M | +13.4% | -38.8% | +52.1% | +28.1% |
| 6M | +144.6% | -29.4% | +174.0% | +162.1% |
| YTD | +128.0% | -30.3% | +158.4% | +144.5% |
| 1Y | +68.7% | -39.6% | +108.3% | +88.7% |
| 3Y | +398.8% | +32.2% | +366.6% | +303.5% |
| 5Y | +87.3% | +15.1% | +72.2% | +39.9% |
| All | -5.8% | +117.8% | -123.6% | -31.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling