+120.2%
BKR vs TROW
+130.0%
-9.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | 0.0% |
| 7D | -7.0% | -3.2% | -3.8% | -5.4% |
| 30D | -8.1% | -4.6% | -3.5% | -5.9% |
| 3M | -6.6% | -0.7% | -6.0% | -7.1% |
| 6M | +0.9% | +22.2% | -21.3% | -10.3% |
| YTD | +31.1% | +6.6% | +24.5% | +24.8% |
| 1Y | +27.7% | +5.8% | +21.9% | +21.7% |
| 3Y | +71.2% | +11.6% | +59.6% | +54.8% |
| 5Y | +177.6% | -38.9% | +216.6% | +245.9% |
| All | +120.2% | +130.0% | -9.9% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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