+209.8%
RSP vs OMC
+29.9%
+180.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | +0.4% |
| 7D | -1.8% | -4.2% | +2.4% | -0.2% |
| 30D | -2.5% | -7.5% | +5.0% | +0.3% |
| 3M | +3.0% | +4.6% | -1.6% | +0.4% |
| 6M | +8.9% | -4.8% | +13.7% | +10.0% |
| YTD | +13.0% | -1.0% | +14.0% | +11.0% |
| 1Y | +16.2% | +3.8% | +12.4% | +11.1% |
| 3Y | +52.7% | +10.2% | +42.5% | +38.7% |
| 5Y | +50.5% | +29.7% | +20.7% | +22.7% |
| 10Y | +209.8% | +32.3% | +177.5% | +129.7% |
| All | +209.8% | +29.9% | +180.0% | +129.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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