+1,142.9%
RSP vs OMC
+426.9%
+716.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | +0.7% | +6.8% | -6.1% | -2.6% |
| 30D | +3.7% | +16.2% | -12.5% | -4.2% |
| 3M | +0.7% | +6.0% | -5.4% | -2.9% |
| 6M | +9.0% | +17.7% | -8.7% | -1.4% |
| YTD | +16.7% | +13.5% | +3.2% | +5.5% |
| 1Y | +19.0% | +27.2% | -8.2% | +0.7% |
| 3Y | +64.7% | +30.4% | +34.3% | +32.5% |
| 5Y | +49.6% | +53.5% | -3.9% | +5.4% |
| 10Y | +213.2% | +57.0% | +156.2% | +100.2% |
| All | +1,142.9% | +426.9% | +716.1% | +251.5% |
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