+76.9%
ADM vs OSCR
-9.0%
+85.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | +2.5% | +1.6% | +0.9% | +2.4% |
| 30D | +9.5% | +10.7% | -1.2% | +9.0% |
| 3M | +10.6% | +13.4% | -2.7% | +10.0% |
| 6M | +24.0% | +144.6% | -120.5% | +19.7% |
| YTD | +54.0% | +128.0% | -74.1% | +48.8% |
| 1Y | +45.3% | +68.7% | -23.3% | +41.5% |
| 3Y | +21.8% | +398.8% | -377.0% | +11.9% |
| 5Y | +66.8% | +87.3% | -20.5% | +51.3% |
| All | +76.9% | -9.0% | +85.9% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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