+271.5%
RMD vs TROW
+130.0%
+141.4%
-54.0%
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% | -0.1% |
| 7D | -4.4% | -3.2% | -1.2% | -3.0% |
| 30D | -3.1% | -4.6% | +1.5% | -1.1% |
| 3M | +13.8% | -0.7% | +14.4% | +13.8% |
| 6M | -8.6% | +22.2% | -30.8% | -16.8% |
| YTD | -8.6% | +6.6% | -15.3% | -12.0% |
| 1Y | -19.7% | +5.8% | -25.5% | -22.6% |
| 3Y | +48.4% | +11.6% | +36.8% | +36.7% |
| 5Y | -22.7% | -38.9% | +16.2% | -8.8% |
| All | +271.5% | +130.0% | +141.4% | +153.0% |
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