-22.3%
RMD vs TROW
-38.9%
+16.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -4.2% | -3.0% | -1.2% | -3.0% |
| 30D | -2.1% | -5.5% | +3.4% | +0.1% |
| 3M | +13.8% | +2.3% | +11.5% | +12.6% |
| 6M | -10.6% | +23.9% | -34.5% | -18.1% |
| YTD | -8.1% | +7.9% | -16.0% | -11.4% |
| 1Y | -18.0% | +6.1% | -24.1% | -20.6% |
| 3Y | +52.9% | +13.8% | +39.0% | +41.0% |
| 5Y | -22.3% | -38.2% | +15.9% | -19.1% |
| All | -22.3% | -38.9% | +16.6% | -19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling