+1,259.6%
TROW vs BB
+266.8%
+992.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.7% |
| 7D | +0.4% | +0.5% | -0.1% | +0.3% |
| 30D | -4.0% | -12.4% | +8.3% | -2.1% |
| 3M | +5.0% | -15.3% | +20.3% | +6.6% |
| 6M | +24.3% | +128.8% | -104.5% | +5.6% |
| YTD | +9.8% | +107.7% | -97.9% | -5.2% |
| 1Y | +6.4% | +103.9% | -97.4% | -8.3% |
| 3Y | +15.8% | +72.6% | -56.8% | -2.5% |
| 5Y | -37.3% | -24.3% | -13.0% | -41.1% |
| 10Y | +130.6% | +3.1% | +127.5% | +74.3% |
| All | +1,259.6% | +266.8% | +992.9% | +689.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 all: compounded portfolio wealth divided by compounded BB 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…
all analysis · Full analysis span regression · 6 months rolling