+94.8%
CSCO vs RMD
-6.1%
+101.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -4.7% | +3.1% | -7.8% | -5.2% |
| 30D | -17.1% | +1.8% | -18.9% | -17.4% |
| 3M | -19.6% | +6.7% | -26.3% | -20.7% |
| 6M | +2.4% | +13.9% | -11.5% | -0.5% |
| YTD | +29.8% | -2.0% | +31.8% | +29.9% |
| 1Y | +38.7% | -5.4% | +44.1% | +39.7% |
| 3Y | +101.3% | +67.4% | +34.0% | +75.9% |
| 5Y | +94.8% | -5.7% | +100.6% | +96.9% |
| All | +94.8% | -6.1% | +101.0% | +96.9% |
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 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