+2.8%
CSCO vs RMD
+16.9%
-14.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +2.8% |
| 7D | -2.8% | -0.8% | -1.9% | -2.8% |
| 30D | -12.6% | +1.7% | -14.3% | -11.9% |
| 3M | -16.0% | +6.4% | -22.4% | -14.5% |
| 6M | +2.8% | +20.7% | -17.9% | +8.4% |
| All | +2.8% | +16.9% | -14.1% | +8.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling