-1.8%
RMBS vs TROW
+4.9%
-6.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.8% |
| 7D | +1.8% | -3.2% | +4.9% | +4.3% |
| 30D | -13.9% | -4.6% | -9.3% | -10.7% |
| 3M | -39.8% | -0.7% | -39.1% | -41.7% |
| 6M | -6.0% | +22.2% | -28.2% | -27.6% |
| YTD | -5.4% | +6.6% | -12.0% | -16.1% |
| 1Y | -1.8% | +5.8% | -7.6% | -11.5% |
| All | -1.8% | +4.9% | -6.7% | -11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling