I wrote a post related to Beanshell and Rhino performance comparison about year ago. I received a comment to that post which talks about Groovy performance comparison which should be attached to these results. The latest performance of Groovy and Beanshell are posted on Groovy list which can be found here.
I will love to spend some time and get results for the latest releases of all the scripting languages. In meantime, there must be some improvement on Rhino and Beanshell side (I hope so :) )!