+74.4%
ADP vs OSCR
-9.0%
+83.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +1.0% |
| 7D | -2.8% | +1.6% | -4.4% | -2.9% |
| 30D | +0.2% | +10.7% | -10.4% | -0.4% |
| 3M | +20.5% | +13.4% | +7.1% | +19.3% |
| 6M | +28.8% | +144.6% | -115.8% | +21.5% |
| YTD | +6.6% | +128.0% | -121.4% | +0.9% |
| 1Y | -6.9% | +68.7% | -75.6% | -10.9% |
| 3Y | +16.1% | +398.8% | -382.6% | -1.0% |
| 5Y | +49.3% | +87.3% | -37.9% | +26.8% |
| All | +74.4% | -9.0% | +83.3% | +52.3% |
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