-15.2%
RDW vs OSCR
+93.2%
-108.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.8% | -5.7% | -14.1% | -18.1% |
| 7D | -32.4% | +7.8% | -40.2% | -33.7% |
| 30D | -41.7% | +2.6% | -44.3% | -42.2% |
| 3M | -42.3% | +10.2% | -52.5% | -44.8% |
| 6M | -28.8% | +84.9% | -113.7% | -46.6% |
| YTD | -18.6% | +130.9% | -149.5% | -45.9% |
| 1Y | -15.2% | +94.8% | -110.0% | -41.4% |
| All | -15.2% | +93.2% | -108.4% | -41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling