+526.7%
TROW vs BIDU
+1,294.4%
-767.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -1.0% | -1.4% |
| 7D | -1.5% | -2.4% | +0.9% | -1.0% |
| 30D | -5.3% | -16.0% | +10.7% | -1.4% |
| 3M | +2.9% | -24.0% | +27.0% | +9.5% |
| 6M | +22.2% | -24.9% | +47.1% | +29.2% |
| YTD | +8.1% | -29.6% | +37.6% | +15.5% |
| 1Y | +5.8% | -15.2% | +21.0% | +6.3% |
| 3Y | +14.0% | -32.2% | +46.2% | +16.8% |
| 5Y | -38.3% | -43.8% | +5.5% | -38.3% |
| 10Y | +131.7% | -49.5% | +181.1% | +115.5% |
| All | +526.7% | +1,294.4% | -767.7% | +166.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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