+322.4%
NET vs TROW
+36.1%
+286.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.0% | -8.5% | -5.8% |
| 7D | -16.4% | +8.2% | -24.6% | -20.1% |
| 30D | -25.8% | +8.3% | -34.2% | -29.1% |
| 3M | -11.5% | -1.6% | -10.0% | -10.9% |
| 6M | +18.9% | +11.9% | +7.0% | +10.1% |
| YTD | +35.2% | +14.3% | +20.9% | +22.5% |
| 1Y | +14.5% | +17.0% | -2.5% | +1.9% |
| All | +322.4% | +36.1% | +286.3% | +205.4% |
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