+569.7%
CIEN vs RMD
+68.9%
+500.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | +27.4% | +0.1% | +27.3% | +27.4% |
| 30D | -26.6% | +1.9% | -28.5% | -26.5% |
| 3M | -32.0% | +6.3% | -38.3% | -32.0% |
| 6M | -49.1% | +18.2% | -67.3% | -49.5% |
| YTD | +25.7% | +0.3% | +25.4% | +28.0% |
| 1Y | +40.3% | -4.3% | +44.6% | +44.1% |
| All | +569.7% | +68.9% | +500.8% | +450.3% |
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