+1,256.5%
TROW vs RBA
+3,565.6%
-2,309.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -1.3% | -2.9% | +1.6% | -0.2% |
| 30D | -4.5% | -12.3% | +7.8% | 0.0% |
| 3M | +3.9% | -20.5% | +24.4% | +11.9% |
| 6M | +22.6% | -18.5% | +41.1% | +30.6% |
| YTD | +10.1% | -18.2% | +28.4% | +16.6% |
| 1Y | +3.6% | -27.5% | +31.1% | +14.4% |
| 3Y | +12.4% | +38.1% | -25.7% | -3.8% |
| 5Y | -37.5% | +44.8% | -82.3% | -48.8% |
| 10Y | +130.0% | +187.1% | -57.2% | +37.1% |
| All | +1,256.5% | +3,565.6% | -2,309.0% | +215.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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