-44.0%
RKT vs OSCR
-9.0%
-35.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -6.3% | +1.6% | -7.9% | -6.5% |
| 30D | -6.2% | +10.7% | -16.9% | -7.8% |
| 3M | -1.9% | +13.4% | -15.2% | -4.4% |
| 6M | -13.0% | +144.6% | -157.6% | -26.5% |
| YTD | -31.9% | +128.0% | -160.0% | -41.8% |
| 1Y | -37.6% | +68.7% | -106.2% | -45.0% |
| 3Y | +36.8% | +398.8% | -362.0% | -9.7% |
| 5Y | -9.7% | +87.3% | -97.0% | -37.4% |
| All | -44.0% | -9.0% | -35.0% | -52.0% |
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