+358.9%
CBOE vs TROW
+130.0%
+228.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.1% | -2.0% |
| 7D | -5.8% | -3.2% | -2.6% | -5.2% |
| 30D | -3.1% | -4.6% | +1.5% | -2.3% |
| 3M | -4.8% | -0.7% | -4.1% | -5.1% |
| 6M | -0.6% | +22.2% | -22.8% | -5.3% |
| YTD | +12.8% | +6.6% | +6.2% | +10.3% |
| 1Y | +19.8% | +5.8% | +13.9% | +17.1% |
| 3Y | +86.9% | +11.6% | +75.3% | +76.2% |
| 5Y | +136.5% | -38.9% | +175.5% | +163.3% |
| All | +358.9% | +130.0% | +228.8% | +208.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling