+114.0%
CSCO vs RMD
-21.0%
+135.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.5% |
| 7D | -0.5% | -4.5% | +3.9% | +0.2% |
| 30D | -10.1% | +4.6% | -14.7% | -10.9% |
| 3M | -11.7% | +14.8% | -26.5% | -14.2% |
| 6M | +40.1% | -12.1% | +52.2% | +43.1% |
| YTD | +43.8% | -7.5% | +51.3% | +45.5% |
| 1Y | +66.6% | -20.1% | +86.7% | +73.3% |
| 3Y | +108.5% | +53.9% | +54.6% | +85.3% |
| 5Y | +114.0% | -22.2% | +136.2% | +114.5% |
| All | +114.0% | -21.0% | +135.0% | +114.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling