+1,127.7%
RSP vs OMC
+385.0%
+742.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.8% |
| 7D | -0.8% | -6.4% | +5.6% | +2.5% |
| 30D | -0.3% | +1.1% | -1.4% | -1.2% |
| 3M | +4.3% | +10.4% | -6.1% | -1.9% |
| 6M | +8.8% | -1.7% | +10.5% | +8.2% |
| YTD | +15.3% | +4.4% | +10.8% | +9.1% |
| 1Y | +18.3% | +8.4% | +9.8% | +8.7% |
| 3Y | +52.8% | +14.4% | +38.4% | +32.1% |
| 5Y | +51.7% | +33.9% | +17.8% | +15.2% |
| 10Y | +208.5% | +34.9% | +173.6% | +115.7% |
| All | +1,127.7% | +385.0% | +742.7% | +263.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling