+75.3%
FROG vs TROW
+11.5%
+63.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.1% | +2.3% |
| 7D | +12.5% | +0.5% | +12.0% | +12.2% |
| 30D | +23.5% | +9.3% | +14.2% | +16.8% |
| 3M | +19.4% | -0.9% | +20.3% | +20.0% |
| 6M | +77.0% | +8.3% | +68.7% | +67.3% |
| YTD | +81.9% | +10.6% | +71.2% | +68.8% |
| 1Y | +90.7% | +10.5% | +80.1% | +77.1% |
| 3Y | +328.5% | +36.5% | +292.0% | +235.5% |
| 5Y | +207.0% | -37.1% | +244.1% | +255.8% |
| All | +75.3% | +11.5% | +63.8% | +53.1% |
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