+1,262.8%
TROW vs RBA
+4,075.0%
-2,812.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.3% | +0.3% |
| 7D | +0.5% | +1.7% | -1.3% | -0.1% |
| 30D | +9.3% | +8.3% | +1.0% | +6.1% |
| 3M | -0.9% | +10.5% | -11.5% | -4.9% |
| 6M | +8.3% | -5.9% | +14.2% | +9.3% |
| YTD | +10.6% | -6.9% | +17.5% | +11.4% |
| 1Y | +10.5% | -4.9% | +15.4% | +10.3% |
| 3Y | +36.5% | +64.5% | -27.9% | +9.6% |
| 5Y | -37.1% | +46.1% | -83.1% | -48.6% |
| 10Y | +125.2% | +208.2% | -83.0% | +30.7% |
| All | +1,262.8% | +4,075.0% | -2,812.2% | +201.7% |
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