-5.8%
OSCR vs DKS
+115.7%
-121.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.2% |
| 7D | +1.6% | -3.0% | +4.6% | +2.4% |
| 30D | +10.7% | -33.4% | +44.0% | +22.2% |
| 3M | +13.4% | -39.4% | +52.7% | +28.5% |
| 6M | +144.6% | -30.1% | +174.7% | +162.8% |
| YTD | +128.0% | -31.0% | +159.0% | +145.2% |
| 1Y | +68.7% | -40.2% | +108.8% | +89.2% |
| 3Y | +398.8% | +30.9% | +367.8% | +304.7% |
| 5Y | +87.3% | +14.0% | +73.2% | +40.3% |
| All | -5.8% | +115.7% | -121.6% | -31.5% |
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