+51.2%
RSP vs OSCR
+96.8%
-45.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.8% |
| 7D | -1.9% | +1.6% | -3.5% | -2.0% |
| 30D | -2.8% | +10.7% | -13.5% | -3.5% |
| 3M | +2.8% | +13.4% | -10.5% | +1.6% |
| 6M | +10.2% | +144.6% | -134.3% | +2.6% |
| YTD | +13.1% | +128.0% | -115.0% | +5.6% |
| 1Y | +14.8% | +68.7% | -53.9% | +8.7% |
| 3Y | +52.6% | +398.8% | -346.2% | +26.2% |
| All | +51.2% | +96.8% | -45.6% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 5y: compounded portfolio wealth divided by compounded OSCR 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…
5y analysis · Full analysis span regression · 6 months rolling