-6.4%
OSCR vs PSKY
-82.9%
+76.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.2% |
| 7D | +1.1% | -6.0% | +7.0% | +2.5% |
| 30D | +16.5% | +10.7% | +5.8% | +13.8% |
| 3M | +17.0% | +1.2% | +15.8% | +16.4% |
| 6M | +145.0% | +1.5% | +143.5% | +142.7% |
| YTD | +126.7% | -21.8% | +148.5% | +135.9% |
| 1Y | +67.2% | -30.2% | +97.4% | +76.2% |
| 3Y | +405.1% | -20.1% | +425.2% | +369.3% |
| 5Y | +86.2% | -70.5% | +156.7% | +118.9% |
| All | -6.4% | -82.9% | +76.6% | +16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling