+48.9%
CIEN vs RMD
-1.9%
+50.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +5.9% | -15.2% | -7.2% |
| 7D | -25.0% | -3.9% | -21.2% | -25.3% |
| 30D | -30.1% | +7.9% | -38.1% | -27.3% |
| 3M | -33.8% | +8.1% | -41.9% | -30.5% |
| 6M | -49.4% | +15.5% | -65.0% | -43.2% |
| YTD | +16.4% | +0.7% | +15.7% | +32.0% |
| 1Y | +48.9% | -1.4% | +50.2% | +68.9% |
| All | +48.9% | -1.9% | +50.8% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 1y: compounded portfolio wealth divided by compounded RMD 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…
1y analysis · Full analysis span regression · 6 months rolling