+6.2%
RDW vs OSCR
-9.0%
+15.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.4% |
| 7D | +0.9% | +1.6% | -0.8% | +0.6% |
| 30D | -21.3% | +10.7% | -31.9% | -22.8% |
| 3M | -37.9% | +13.4% | -51.2% | -39.7% |
| 6M | +12.3% | +144.6% | -132.3% | -6.5% |
| YTD | +39.7% | +128.0% | -88.3% | +18.0% |
| 1Y | +25.7% | +68.7% | -43.0% | +10.9% |
| 3Y | +230.8% | +398.8% | -167.9% | +114.8% |
| 5Y | -8.8% | +87.3% | -96.0% | -45.5% |
| All | +6.2% | -9.0% | +15.2% | -37.4% |
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 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