+1,044.0%
C vs TROW
+14,513.4%
-13,469.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.4% |
| 7D | +4.2% | +0.5% | +3.7% | +3.8% |
| 30D | +2.0% | +9.3% | -7.4% | -3.5% |
| 3M | -10.1% | -0.9% | -9.2% | -9.8% |
| 6M | +1.0% | +8.3% | -7.4% | -4.5% |
| YTD | +8.5% | +10.6% | -2.2% | +0.8% |
| 1Y | +25.7% | +10.5% | +15.2% | +16.8% |
| 3Y | +216.0% | +36.5% | +179.5% | +156.5% |
| 5Y | +112.3% | -37.1% | +149.4% | +160.7% |
| 10Y | +217.8% | +125.2% | +92.6% | +82.8% |
| All | +1,044.0% | +14,513.4% | -13,469.4% | +88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling