+6,693.7%
CSCO vs RMD
+36,837.6%
-30,143.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -0.7% | -5.0% | +4.3% | +0.5% |
| 30D | -10.1% | +2.2% | -12.3% | -10.7% |
| 3M | -15.7% | +17.8% | -33.5% | -19.3% |
| 6M | +36.3% | -11.3% | +47.6% | +38.9% |
| YTD | +43.8% | -4.4% | +48.3% | +44.0% |
| 1Y | +63.9% | -15.7% | +79.7% | +68.8% |
| 3Y | +104.4% | +47.7% | +56.6% | +80.2% |
| 5Y | +111.4% | -19.2% | +130.6% | +111.1% |
| 10Y | +361.7% | +280.4% | +81.3% | +214.9% |
| All | +6,693.7% | +36,837.6% | -30,143.9% | +2,203.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling