+55.9%
RSP vs OMC
+14.6%
+41.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.1% |
| 7D | -0.8% | -6.4% | +5.6% | +0.8% |
| 30D | -0.3% | +1.1% | -1.4% | -0.7% |
| 3M | +4.3% | +10.4% | -6.1% | +1.3% |
| 6M | +8.8% | -1.7% | +10.5% | +8.8% |
| YTD | +15.3% | +4.4% | +10.8% | +13.2% |
| 1Y | +18.3% | +8.4% | +9.8% | +14.2% |
| All | +55.9% | +14.6% | +41.3% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling