-8.7%
OSCR vs RMD
+20.4%
-29.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.6% |
| 7D | +4.7% | -4.7% | +9.4% | +6.8% |
| 30D | +14.8% | +0.2% | +14.5% | +14.5% |
| 3M | +16.7% | +12.0% | +4.7% | +10.0% |
| 6M | +127.5% | -12.5% | +140.0% | +138.4% |
| YTD | +121.0% | -7.9% | +129.0% | +125.0% |
| 1Y | +58.4% | -20.4% | +78.8% | +72.3% |
| 3Y | +392.4% | +53.1% | +339.3% | +267.2% |
| 5Y | +80.5% | -22.1% | +102.6% | +81.6% |
| All | -8.7% | +20.4% | -29.2% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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