+398.8%
OSCR vs PSKY
-18.9%
+417.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.4% |
| 7D | +1.6% | -2.4% | +4.0% | +1.8% |
| 30D | +10.7% | +11.6% | -0.9% | +9.6% |
| 3M | +13.4% | +1.5% | +11.8% | +13.2% |
| 6M | +144.6% | +7.7% | +136.8% | +142.8% |
| YTD | +128.0% | -20.1% | +148.1% | +130.3% |
| 1Y | +68.7% | -38.3% | +106.9% | +73.1% |
| 3Y | +398.8% | -17.7% | +416.5% | +352.3% |
| All | +398.8% | -18.9% | +417.7% | +352.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 3y: compounded portfolio wealth divided by compounded PSKY 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…
3y analysis · Full analysis span regression · 6 months rolling