+15.0%
ADP vs OSCR
+398.9%
-383.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.7% |
| 7D | -5.7% | +1.1% | -6.8% | -5.8% |
| 30D | -1.4% | +16.5% | -17.9% | -2.1% |
| 3M | +16.6% | +17.0% | -0.4% | +15.6% |
| 6M | +24.9% | +145.0% | -120.0% | +20.2% |
| YTD | +5.6% | +126.7% | -121.1% | +1.8% |
| 1Y | -6.0% | +67.2% | -73.3% | -8.7% |
| All | +15.0% | +398.9% | -383.9% | -4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling