+73.1%
ADP vs OSCR
-8.3%
+81.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.4% | -5.8% | -3.6% |
| 7D | -5.5% | +10.7% | -16.1% | -6.1% |
| 30D | -1.2% | +18.3% | -19.6% | -2.3% |
| 3M | +17.9% | +20.5% | -2.7% | +16.3% |
| 6M | +20.3% | +138.5% | -118.2% | +13.7% |
| YTD | +5.8% | +129.7% | -123.9% | +0.1% |
| 1Y | -7.7% | +62.8% | -70.5% | -11.5% |
| 3Y | +14.7% | +411.8% | -397.1% | -2.4% |
| 5Y | +45.8% | +99.9% | -54.2% | +23.6% |
| All | +73.1% | -8.3% | +81.4% | +51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling