+607.8%
CIEN vs RMD
+52.4%
+555.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.2% | +9.5% | +6.5% |
| 7D | -5.3% | -4.5% | -0.8% | -5.0% |
| 30D | -17.2% | +4.6% | -21.8% | -17.5% |
| 3M | -26.9% | +14.8% | -41.6% | -28.1% |
| 6M | +16.0% | -12.1% | +28.1% | +19.5% |
| YTD | +45.9% | -7.5% | +53.4% | +48.6% |
| 1Y | +186.8% | -20.1% | +206.9% | +200.0% |
| 3Y | +607.8% | +53.9% | +553.9% | +548.7% |
| All | +607.8% | +52.4% | +555.4% | +548.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling