+20.3%
JPM vs TROW
+0.2%
+20.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | 0.0% | -0.6% |
| 7D | +0.3% | -1.3% | +1.6% | +0.8% |
| 30D | -0.2% | -4.5% | +4.4% | +1.6% |
| 3M | +15.9% | +3.9% | +12.0% | +13.4% |
| 6M | +20.9% | +22.6% | -1.6% | +9.8% |
| YTD | +12.9% | +10.1% | +2.8% | +6.4% |
| 1Y | +20.3% | +3.6% | +16.7% | +17.7% |
| All | +20.3% | +0.2% | +20.1% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling