-1.0%
RMBS vs TROW
+24.8%
-25.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.6% |
| 7D | +3.5% | -1.5% | +5.0% | +4.1% |
| 30D | -8.6% | -5.3% | -3.3% | -6.4% |
| 3M | -40.3% | +2.9% | -43.3% | -44.5% |
| 6M | -1.0% | +22.2% | -23.2% | -24.1% |
| All | -1.0% | +24.8% | -25.8% | -24.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling