+224.6%
FROG vs TROW
+12.9%
+211.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.6% |
| 7D | -4.8% | -1.5% | -3.3% | -4.0% |
| 30D | -0.9% | -5.3% | +4.4% | +2.2% |
| 3M | +7.5% | +2.9% | +4.5% | +4.9% |
| 6M | +107.0% | +22.2% | +84.8% | +83.3% |
| YTD | +39.8% | +8.1% | +31.7% | +31.7% |
| 1Y | +74.8% | +5.8% | +69.0% | +66.8% |
| All | +224.6% | +12.9% | +211.8% | +159.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling