+377.3%
CSCO vs RMD
+269.7%
+107.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | 0.0% | -4.7% | +4.7% | +1.3% |
| 30D | -10.7% | +0.2% | -11.0% | -10.9% |
| 3M | -8.7% | +12.0% | -20.7% | -12.1% |
| 6M | +44.9% | -12.5% | +57.4% | +49.2% |
| YTD | +44.1% | -7.9% | +52.1% | +46.1% |
| 1Y | +65.9% | -20.4% | +86.3% | +75.0% |
| 3Y | +109.0% | +53.1% | +55.9% | +74.2% |
| 5Y | +114.8% | -22.1% | +136.9% | +119.9% |
| 10Y | +377.3% | +275.4% | +101.9% | +195.1% |
| All | +377.3% | +269.7% | +107.6% | +195.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling