+66.3%
RSP vs OMC
+31.0%
+35.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.3% | +1.6% | -1.9% | -0.7% |
| 30D | +4.4% | +15.3% | -10.9% | +0.8% |
| 3M | +1.3% | +4.5% | -3.2% | 0.0% |
| 6M | +10.0% | +20.8% | -10.8% | +4.3% |
| YTD | +17.6% | +13.5% | +4.1% | +13.1% |
| 1Y | +19.2% | +25.2% | -6.0% | +10.8% |
| All | +66.3% | +31.0% | +35.3% | +43.1% |
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